Nonnegative least squares solution in inequality sense via LCP reformulation
نویسندگان
چکیده
In this paper, a monotone linear complementarity reformulation of the nonnegative least squares problems in inequality sense is introduced. Then Mehrotra’s predictor-corrector interior point algorithm is applied to solve the resulting monotone linear complementarity problem. Our numerical experiments on several randomly generated test problems show that Mehrotra’s algorithm overperforms the widely used generalized Newton-penalty method.
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