We discuss the solution of large-scale box-constrained linear least-squares problems by two recent affine scaling methods: a cyclic Barzilai–Borwein 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.

Computational Experience with Numerical Methods for Nonnegative Least-Squares Problems / S.Bellavia; J.Gondzio; B.Morini. - In: NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS. - ISSN 1070-5325. - STAMPA. - 18(2011), pp. 363-385. [10.1002/nla.732]

Computational Experience with Numerical Methods for Nonnegative Least-Squares Problems

BELLAVIA, STEFANIA;MORINI, BENEDETTA
2011

Abstract

We discuss the solution of large-scale box-constrained linear least-squares problems by two recent affine scaling methods: a cyclic Barzilai–Borwein 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.
18
363
385
S.Bellavia; J.Gondzio; B.Morini
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2158/386714
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 2
  • ???jsp.display-item.citation.isi??? 2
social impact