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