Trust-region and other regularisations of linear least-squares problems

DOI10.1007/s10543-008-0206-8zbMath1165.65019WikidataQ58185764 ScholiaQ58185764MaRDI QIDQ1014897

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

zbMATH Keywords

Newton method; regularisation; secular equation; trust-region; linear least squares; Golub-Kahan bi-diagonalisation algorithm

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

65F22: Ill-posedness and regularization problems in numerical linear algebra

65K05: Numerical mathematical programming methods

90C25: Convex programming

90C51: Interior-point methods

Uses Software

• LSQR
• Regularization tools
• GALAHAD
• CUTEr
• SifDec
• UTV
• HSL-VF05
• CRAIG