A Comparison of Block Pivoting and Interior-Point Algorithms for Linear Least Squares Problems with Nonnegative Variables

DOI10.2307/2153286zbMath0812.90124OpenAlexW1991870281MaRDI QIDQ4317664

Luis F. Portugal, Joaquim Joao Júdice, Luis Nunes Vicente

Publication date: 20 December 1994

Full work available at URL: https://doi.org/10.2307/2153286

zbMATH Keywords

predictor-corrector methodsblock principal pivotinglarge-scale linear least squaresnonnegative varibles

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20)

Related Items (14)

A regularized interior-point method for constrained linear least squares ⋮ Penalized splines for smooth representation of high-dimensional Monte Carlo datasets ⋮ A hybrid algorithm for the solution of a single commodity spatial equilibrium model ⋮ Matrix-wise \(\ell_0\)-constrained sparse nonnegative least squares ⋮ The non-parametric sub-pixel local point spread function estimation is a well posed problem ⋮ An index search method based inner-outer iterative algorithm for solving nonnegative least squares problems ⋮ Novel Algorithm for Non-Negative Matrix Factorization ⋮ On the incomplete oblique projections method for solving box constrained least squares problems ⋮ A comparison of solvers for linear complementarity problems arising from large-scale masonry structures. ⋮ Convergence detection for optimization algorithms: approximate-KKT stopping criterion when Lagrange multipliers are not available ⋮ A block principal pivoting algorithm for vertical generalized LCP with a vertical block P-matrix ⋮ The block principal pivoting algorithm for the linear complementarity problem with an \(M\)-matrix ⋮ A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization ⋮ Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields

Uses Software

• Harwell-Boeing sparse matrix collection
• symrcm

Cites Work

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• On iterative algorithms for linear least squares problems with bound constraints
• Computational experience with a primal-dual interior point method for linear programming
• A direct method for sparse least squares problems with lower and upper bounds
• Solution of sparse linear least squares problems using Givens rotations
• Block pivot methods for solving the complementarity problem
• Sparse matrix test problems
• Bard-type Methods for the Linear Complementarity problem with symmetric positive Definite Matrices
• On the Implementation of a Primal-Dual Interior Point Method
• An Estimate for the Condition Number of a Matrix
• Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives

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