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Computational experience with numerical methods for nonnegative least‐squares problems |
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| Authors: | Stefania Bellavia Jacek Gondzio Benedetta Morini |
| Institution: | 1. Dipartimento di Energetica S. ‘Stecco’, Università di Firenze, via C. Lombroso 6/17, 50134 Firenze, Italia;2. School of Mathematics, The University of Edinburgh, Mayfield Road, Edinburgh EH9 3JZ, Scotland, U.K. |
| Abstract: | 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. |
| Keywords: | bound‐constrained least‐squares problems inexact Newton methods preconditioning cyclic Barzilai– Borwein strategy |