An Interior-Point Gradient Method for Large-Scale Totally Nonnegative Least Squares Problems
Date
2004-05
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Abstract
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.
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Technical report
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Citation
Merritt, Michael and Zhang, Yin. "An Interior-Point Gradient Method for Large-Scale Totally Nonnegative Least Squares Problems." (2004) https://hdl.handle.net/1911/102020.