We discuss the solution of large-scale box-constrained linear least-squares problems by two recent affine-scaling methods: a cyclic Barzilai-Borwein strategy and an Inexact Newton-like method where a preconditioning technique allows for an efficient computation of the steps. A robust globally and fast locally convergent method based on the combination of the two procedures is presented along with extensive numerical results. Copyright (C) 2010 John Wiley & Sons, Ltd.
|Number of pages||23|
|Journal||Numerical Linear Algebra with Applications|
|Publication status||Published - May 2011|
- bound-constrained least-squares problems
- inexact Newton methods
- cyclic Barzilai-Borwein strategy
- BOX-CONSTRAINED OPTIMIZATION