Computational experience with numerical methods for nonnegative least-squares problems

Stefania Bellavia, Jacek Gondzio, Benedetta Morini

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish
Pages (from-to)363-385
Number of pages23
JournalNumerical Linear Algebra with Applications
Volume18
Issue number3
DOIs
Publication statusPublished - May 2011

Keywords

  • bound-constrained least-squares problems
  • inexact Newton methods
  • preconditioning
  • cyclic Barzilai-Borwein strategy
  • BOX-CONSTRAINED OPTIMIZATION
  • BOUNDS
  • ALGORITHM
  • SUBJECT
  • SYSTEMS

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