A reduced Newton method for constrained linear least-squares problems (Q847169)
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English | A reduced Newton method for constrained linear least-squares problems |
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A reduced Newton method for constrained linear least-squares problems (English)
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12 February 2010
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An iterative method is proposed that solves constrained linear least-squares problems by formulating them as systems of nonlinear equations and applying the Newton scheme. The method reduces the size of the linear system to be solved at each iteration by considering only a subset of the unknown variables. Hence the linear system can be solved more efficiently. Locally quadratic convergence order is proved for method.
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image processing
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Newton method
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active set strategy
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local quadratic convergence
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bound-constrained linear least-squares problems
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iterative method
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