S. Bellavia, J. Gondzio and B. Morini
Abstract
We discuss the solution of large-scale box-constrained linear
least-squares problems by two recent affine-scaling methods:
a cyclic Barzilai-Borwein strategy and an Inexact Newton-like
method where a preconditioning technique allows for an efficient
computation of the steps. A robust globally and fast locally
convergent method based on the combination of the two procedures
is presented along with extensive numerical results.
Key words:
Nonnegative Least Squares, Interior Point Methods,
Regularization, Preconditioned Indefinite System.