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

被引：33
|
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.
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页码：825 / 846
页数：22
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