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Abstract
Three new iterative methods for the solution of the linear least squares problem with bound constraints are presented and their performance analyzed. The first is a modification of a method proposed by Lötstedt, while the two others are characterized by a technique allowing for fast active set changes, resulting in noticeable improvements in the speed with which constraints active at the solution are identified. The numerical efficiency of those algorithms is experimentally studied, with particular emphasis on the dependence on the starting point and the use of preconditioning for ill-conditioned problems. © 1991.
Original language | English |
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Pages (from-to) | 111-143 |
Number of pages | 33 |
Journal | Linear Algebra and its Applications |
Volume | 143 |
Issue number | C |
Publication status | Published - 1 Jan 1991 |
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Dive into the research topics of 'On iterative algorithms for linear least squares problems with bound constraints'. Together they form a unique fingerprint.Projects
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Student theses
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Large-scale nonlinear network optimization
Author: Tuyttens, D., 1991Supervisor: Toint, P. (Supervisor), Fincham, A. (External person) (Jury) & Escudero, L. (External person) (Jury)
Student thesis: Doc types › Doctor of Sciences
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Optimization for random utility models
Author: Bierlaire-Hancotte, M., 1996Supervisor: Toint, P. (Supervisor), Polak, J. (External person) (Jury) & Axhausen, K. (External person) (Jury)
Student thesis: Doc types › Doctor of Sciences