Computational Experience with Numerical Methods for Nonnegative Least-Squares Problems

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.