On iterative algorithms for linear least squares problems with bound constraints

Michel Bierlaire; Ph.L. Toint; D. Tuyttens

On iterative algorithms for linear least squares problems with bound constraints

Michel Bierlaire, Ph.L. Toint, D. Tuyttens

Résultats de recherche: Contribution à un journal/une revue › Article › Revue par des pairs

Résumé

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.

langue originale	Anglais
Pages (de - à)	111-143
Nombre de pages	33
journal	Linear Algebra and its Applications
Volume	143
Numéro de publication	C
Etat de la publication	Publié - 1 janv. 1991

Autres fichiers et liens

Link to publication in Scopus

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire
Sartenaer, A. & TOINT, P.
1/01/87 → …
Projet: Axe de recherche

Large-scale nonlinear network optimization
Auteur: Tuyttens, D., 1991
Superviseur: Toint, P. (Promoteur), Fincham, A. (Personne externe) (Jury) & Escudero, L. (Personne externe) (Jury)
Student thesis: Doc types › Docteur en Sciences
Optimization for random utility models
Auteur: Bierlaire-Hancotte, M., 1996
Superviseur: Toint, P. (Promoteur), Polak, J. (Personne externe) (Jury) & Axhausen, K. (Personne externe) (Jury)
Student thesis: Doc types › Docteur en Sciences

Contient cette citation

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AB - 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.

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On iterative algorithms for linear least squares problems with bound constraints

Résumé

Autres fichiers et liens

Empreinte digitale

Projets

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire

Thèses de l'étudiant

Large-scale nonlinear network optimization

Optimization for random utility models

Contient cette citation