Interior-Point Gradient Method for Large-Scale Totally Nonnegative Least Squares Problems

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An interior-point gradient method for large-scale totally nonnegative least squares problems

We study an interior-point gradient method for solving a class of so-called totally nonnegative least squares problems. At each iteration, the method decreases the residual norm along a diagonally scaled negative gradient direction with a special scaling. We establish the global convergence of the method, and present some numerical examples to compare the proposed method with a few similar meth...

متن کامل

An Interior-Point Method for Large-Scale l1-Regularized Least Squares

Recently, a lot of attention has been paid to l1 regularization based methods for sparse signal reconstruction (e.g., basis pursuit denoising and compressed sensing) and feature selection (e.g., the Lasso algorithm) in signal processing, statistics, and related fields. These problems can be cast as l1-regularized least squares programs (LSPs), which can be reformulated as convex quadratic progr...

متن کامل

Gradient Projection Iterative Sketch for Large-Scale Constrained Least-Squares

We propose a randomized first order optimization algorithm Gradient Projection Iterative Sketch (GPIS) and an accelerated variant for efficiently solving large scale constrained Least Squares (LS). We provide the first theoretical convergence analysis for both algorithms. An efficient implementation using a tailored linesearch scheme is also proposed. We demonstrate our methods’ computational e...

متن کامل

An interior point Newton-like method for non-negative least-squares problems with degenerate solution

An interior point approach for medium and large nonnegative linear least-squares problems is proposed. Global and locally quadratic convergence is shown even if a degenerate solution is approached. Viable approaches for implementation are discussed and numerical results are provided.

متن کامل

An Interior-Point Trust-Region-Based Method for Large-Scale Nonnegative Regularization

We present a new method for large-scale nonnegative regularization, based on a quadratically and nonnegatively constrained quadratic problem. Such problems arise for example in the regularization of ill-posed problems in image restoration where, in addition, some of the matrices involved are very ill-conditioned. The method is an interior-point iteration that requires the solution of a large-sc...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Optimization Theory and Applications

سال: 2005

ISSN: 0022-3239,1573-2878

DOI: 10.1007/s10957-005-2668-z