Trust-region and other regularisations of linear least-squares problems
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Publication:1014897
DOI10.1007/s10543-008-0206-8zbMath1165.65019OpenAlexW2099760222WikidataQ58185764 ScholiaQ58185764MaRDI QIDQ1014897
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
Newton methodregularisationsecular equationtrust-regionlinear least squaresGolub-Kahan bi-diagonalisation algorithm
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51)
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Uses Software
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