Computational Experience with Numerical
Methods for Nonnegative Least-Squares Problems

Technical Report ERGO-09-009

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.

Key words: Nonnegative Least Squares, Interior Point Methods,
Regularization, Preconditioned Indefinite System.

PDF ERGO-09-009.pdf.
Written: June 29, 2009, revised January 12, 2010.
Numerical Linear Algebra with Applications 18 (2011) pp. 363-385.