S. Bellavia, J. Gondzio and B. Morini
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.
Nonnegative Least Squares, Interior Point Methods,
Regularization, Preconditioned Indefinite System.