Solving large-scale constrained least-squares problems.

DOI10.1016/S0096-3003(02)00161-3MaRDI QIDQ1406109zbMATH OpenOpenAlexFDO

Authors Mohammedi R. Abdel-Aziz, Mahmoud M. El-Alem

Publication date 9 September 2003

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(02)00161-3

zbMATH Keywords

algorithmlocal convergencesuperlinear convergenceparameterized eigenvalue problemregularized least-squares problem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10)

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Cites work

• scientific article; zbMATH DE number 4215266 (Why is no real title available?)
• scientific article; zbMATH DE number 1367595 (Why is no real title available?)
• A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization
• An implicit shift bidiagonalization algorithm for ill-posed systems
• Computing a Trust Region Step
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• Least squares with a quadratic constraint
• Newton’s Method with a Model Trust Region Modification
• On pseudo—optimal parameter choices and stopping rules for regularization methods in banach spaces_∗
• Quadratically constrained least squares and quadratic problems
• Safeguarded use of the implicit restarted lanczos technique for solving non‐linear structural eigensystems

Cited in

(8)

• On the complex least squares problem with constrained phase
• An iterative algorithm for large size least-squares constrained regularization problems
• scientific article; zbMATH DE number 1424424 (Why is no real title available?)
• Recursive least squares with linear inequality constraints
• Parameterized eigensolution technique for solving constrained least squares problems^∗
• scientific article; zbMATH DE number 3913569 (Why is no real title available?)
• Least squares problems with inequality constraints as quadratic constraints
• An efficient Hessian based algorithm for singly linearly and box constrained least squares regression

Describes a project that uses

Uses Software

• eigs
• GQTPAR
• IRAM

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