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

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 © 20...

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Bibliographic Details
Published in:Numerical linear algebra with applications Vol. 13; no. 10; pp. 825 - 846
Main Authors: Bellavia, Stefania, Macconi, Maria, Morini, Benedetta
Format: Journal Article
Language:English
Published: Chichester, UK John Wiley & Sons, Ltd 01.12.2006
Subjects:
convex quadratic programming
degeneracy
global convergence
inexact Newton methods
interior point methods
ISSN:1070-5325, 1099-1506
Online Access:Get full text
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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. Copyright © 2006 John Wiley & Sons, Ltd.
Bibliography:ark:/67375/WNG-85BBJK86-B
GNCS/INDAM
ArticleID:NLA502
istex:086F7DAFA82342DCC1F8AE7F8107F99DCB6D9755
MIUR
ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:1070-5325
1099-1506
DOI:10.1002/nla.502