On iterative algorithms for linear least squares problems with bound constraints
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Publication:756372
This paper has been inspired by recent developments in trust region methods for solving nonlinear optimization problems with simple bounds. Two new projected gradient methods are described for solving the constrained least-squares problem: \(Min\{\| Ax-b\|:\ell \leq x\leq u\}\). Which of the two methods is preferable is problem dependent. However, their performance on a wide class of problems is claimed to be superior to the authors' improvement (for large scale problems) of an algorithm proposed by \textit{P. Lötstedt} [BIT 24, 206-224 (1984; Zbl 0546.65041)].
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Cited in
(14)- A dual gradient-projection method for large-scale strictly convex quadratic problems
- Column-oriented algebraic iterative methods for nonnegative constrained least squares problems
- An iterative method for linear discrete ill-posed problems with box constraints
- Modulus-type inner outer iteration methods for nonnegative constrained least squares problems
- A non-monotonic method for large-scale non-negative least squares
- Iterative learning control for constrained linear systems
- Modulus methods for nonnegatively constrained image restoration
- A Comparison of Block Pivoting and Interior-Point Algorithms for Linear Least Squares Problems with Nonnegative Variables
- Fast Projection‐Based Methods for the Least Squares Nonnegative Matrix Approximation Problem
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- A hybrid multilevel-active set method for large box-constrained linear discrete ill-posed problems
- A regularized interior-point method for constrained linear least squares
- Speeding up L-BFGS by direct approximation of the inverse Hessian matrix
- Least squares problems with inequality constraints as quadratic constraints
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