Trust-region and other regularisations of linear least-squares problems
DOI10.1007/S10543-008-0206-8zbMATH Open1165.65019OpenAlexW2099760222WikidataQ58185764 ScholiaQ58185764MaRDI QIDQ1014897FDOQ1014897
Authors: J. Martínez
Publication date: 29 April 2009
Published in: BIT (Search for Journal in Brave)
Full work available at URL: http://purl.org/net/epubs/work/43562
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- On the Solution of the Tikhonov Regularization of the Total Least Squares Problem
Newton methodregularisationtrust-regionsecular equationlinear least squaresGolub-Kahan bi-diagonalisation algorithm
Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Interior-point methods (90C51) Ill-posedness and regularization problems in numerical linear algebra (65F22)
Cites Work
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Cited In (15)
- On efficiency of nonmonotone Armijo-type line searches
- Nonlinear stepsize control, trust regions and regularizations for unconstrained optimization
- On an adaptive regularization for ill-posed nonlinear systems and its trust-region implementation
- Exploiting Problem Structure in Derivative Free Optimization
- An iterative algorithm for large size least-squares constrained regularization problems
- An adaptive regularization method in Banach spaces
- A direct method for a regularized least-squares problem.
- On solving trust-region and other regularised subproblems in optimization
- Updating the regularization parameter in the adaptive cubic regularization algorithm
- On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds
- A trust-region approach to the regularization of large-scale discrete forms of ill-posed problems
- A regularizing trust region algorithm for nonlinear ill-posed problems
- Complexity bounds for second-order optimality in unconstrained optimization
- Stochastic variance-reduced cubic regularization methods
- Adaptive Regularization Algorithms with Inexact Evaluations for Nonconvex Optimization
Uses Software
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