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Bellavia, Stefania; Macconi, Maria; Morini, Benedetta

An interior point Newton-like method for non-negative least-squares problems with degenerate solution. (English) Zbl 1174.65414

Numer. Linear Algebra Appl. 13, No. 10, 825-846 (2006).
Summary: 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.

Cited in 12 Documents

MSC:

65K05 Numerical mathematical programming methods
90C20 Quadratic programming
90C25 Convex programming
90C51 Interior-point methods
90C53 Methods of quasi-Newton type

Keywords:

convex quadratic programming; degeneracy; interior point methods; inexact Newton methods; global convergence; non-negative linear least-squares problems; quadratic convergence; numerical results

Software:

Harwell-Boeing sparse matrix collection; TRON; LOQO
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\textit{S. Bellavia} et al., Numer. Linear Algebra Appl. 13, No. 10, 825--846 (2006; Zbl 1174.65414)
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