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Computational experience with numerical methods for nonnegative least‐squares problems
Author(s) -
Bellavia Stefania,
Gondzio Jacek,
Morini Benedetta
Publication year - 2011
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.732
Subject(s) - mathematics , affine transformation , computation , least squares function approximation , scaling , mathematical optimization , scale (ratio) , non linear least squares , algorithm , linear least squares , estimation theory , statistics , physics , geometry , quantum mechanics , estimator , pure mathematics , singular value decomposition
We discuss the solution of large‐scale box‐constrained linear least‐squares problems by two recent affine‐scaling methods: a cyclic Barzilai–Borwein strategy 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. Copyright © 2010 John Wiley & Sons, Ltd.

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