An interior point approach for medium and large non-negative linear least-squares problems is proposed. Global and locally quadratic convergence is shown even if a degenerate solution is approached. Viable approaches for implementation are discussed and numerical results are provided
An interior point Newton-like method for nonnegative least squares problems with degenerate solution / S. BELLAVIA; M. MACCONI; B. MORINI. - In: NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS. - ISSN 1070-5325. - STAMPA. - 13:(2006), pp. 825-846. [10.1002/nla.502]
An interior point Newton-like method for nonnegative least squares problems with degenerate solution
BELLAVIA, STEFANIA;MACCONI, MARIA;MORINI, BENEDETTA
2006
Abstract
An interior point approach for medium and large non-negative linear least-squares problems is proposed. Global and locally quadratic convergence is shown even if a degenerate solution is approached. Viable approaches for implementation are discussed and numerical results are provided
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