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An interior point Newton‐like method for non‐negative least‐squares problems with degenerate solution |
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| Authors: | Stefania Bellavia Maria Macconi Benedetta Morini |
| Abstract: | 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. |
| Keywords: | convex quadratic programming degeneracy interior point methods inexact Newton methods global convergence |