Trust-region and other regularisations of linear least-squares problems (Q1014897): Difference between revisions

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.