Trust-region and other regularisations of linear least-squares problems (Q1014897): Difference between revisions
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Revision as of 03:27, 29 February 2024
scientific article
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| English | Trust-region and other regularisations of linear least-squares problems |
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Trust-region and other regularisations of linear least-squares problems (English)
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29 April 2009
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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.
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linear least squares
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regularisation
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trust-region
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secular equation
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Golub-Kahan bi-diagonalisation algorithm
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Newton method
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