S. Bellavia, J. Gondzio and B. Morini
Abstract
A regularized Newton-like method for solving nonnegative
least-squares problems is proposed and analysed in this paper.
A preconditioner for KKT systems arising in the method
is introduced and spectral properties of the preconditioned
matrix are analysed. A bound on the condition number of the
preconditioned matrix is provided. The bound does not depend
on the interior-point scaling matrix. Preliminary computational
results confirm the effectivness of the preconditioner and fast
convergence of the iterative method established by the analysis
performed in this paper.
Key words:
Nonnegative Least Squares, Interior Point Methods,
Regularization, Preconditioned Indefinite System.