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 some existing methods including the affine scaling method.
Citable link to this pagehttps://hdl.handle.net/1911/102020
MetadataShow full item record
- CAAM Technical Reports