Computational experience with numerical methods for nonnegative least-squares problems.

DOI10.1002/NLA.732MaRDI QIDQ2889392zbMATH OpenOpenAlexFDO

Authors Jacek Gondzio, Benedetta Morini, Stefania Bellavia

Publication date 7 June 2012

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://www.pure.ed.ac.uk/ws/files/10364076/Computational_Experience_with_Numerical_Methods_For_Nonnegative_Least_Squares_Problems.pdf

zbMATH Keywords

affine-scaling methodsbound-constrained least-squares problemcyclic Barzilai-Borwein strategyinexact Newton methodnumerical resultspreconditioning

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Programming involving graphs or networks (90C35)

Recommendations

• A non-monotonic method for large-scale non-negative least squares
• Fast nonnegative least squares through flexible Krylov subspaces
• An interior point Newton-like method for non-negative least-squares problems with degenerate solution
• A Comparison of Block Pivoting and Interior-Point Algorithms for Linear Least Squares Problems with Nonnegative Variables
• Column-oriented algebraic iterative methods for nonnegative constrained least squares problems

Cites work

• A New Active Set Algorithm for Box Constrained Optimization
• A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables
• An affine-scaling interior-point CBB method for box-constrained optimization
• An interior point Newton-like method for non-negative least-squares problems with degenerate solution
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• Computing non-negative tensor factorizations
• Implicit-Factorization Preconditioning and Iterative Solvers for Regularized Saddle-Point Systems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Regularization and preconditioning of KKT systems arising in nonnegative least-squares problems
• Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption
• The cyclic Barzilai-–Borwein method for unconstrained optimization
• Trust Region Methods
• Two-Point Step Size Gradient Methods
• Using constraint preconditioners with regularized saddle-point problems

Cited in

(9)

• Modulus-type inner outer iteration methods for nonnegative constrained least squares problems
• A non-monotonic method for large-scale non-negative least squares
• Regularization and preconditioning of KKT systems arising in nonnegative least-squares problems
• Nonnegativity constraints in numerical analysis
• An interior point Newton-like method for non-negative least-squares problems with degenerate solution
• A Comparison of Block Pivoting and Interior-Point Algorithms for Linear Least Squares Problems with Nonnegative Variables
• A regularized interior-point method for constrained linear least squares
• Interior-point gradient method for large-scale totally nonnegative least squares problems
• A reduced Newton method for constrained linear least-squares problems

Describes a project that uses

Uses Software

• LAPACK
• LSQR
• BLAS
• LINPACK
• SPARSPAK
• SparseMatrix
• BCLS

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