An interior point Newton-like method for non-negative least-squares problems with degenerate solution

被引：34

作者：

Bellavia, Stefania ^{[1
]}

Macconi, Maria ^{[1
]}

Morini, Benedetta ^{[1
]}

机构：

[1] Univ Florence, Dipartimento Energet S Stecco, I-50134 Florence, Italy

来源：

NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS | 2006年 / 13卷 / 10期

关键词：

convex quadratic programming; degeneracy; interior point methods; inexact Newton methods; global convergence;

D O I：

10.1002/nla.502

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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. Copyright (C) 2006 John Wiley & Sons, Ltd.

引用

页码：825 / 846

页数：22

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