Trust-region and other regularisations of linear least-squares problems (Q1014897): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trust-region and other regularisations of linear least-squares problems |
scientific article |
Statements
Trust-region and other regularisations of linear least-squares problems (English)
0 references
29 April 2009
0 references
The authors propose iterative methods for the generic linear least squares trust-region problem and two types of regularized linear least squares formulations. Their methods are based on Golub-Kahan bi-diagonalisation algorithm, the Newton method and the secular equation. The proposed iterative methods are implemented as thread-safe Fortran 95 packages, as part of version 2.1 of the GALAHAD optimization library.
0 references
linear least squares
0 references
regularisation
0 references
trust-region
0 references
secular equation
0 references
Golub-Kahan bi-diagonalisation algorithm
0 references
Newton method
0 references
