An interior point Newton-like method for non-negative least-squares problems with degenerate solution

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An interior point Newton-like method for non-negative least-squares problems with degenerate solution

An interior point approach for medium and large nonnegative linear least-squares problems is proposed. Global and locally quadratic convergence is shown even if a degenerate solution is approached. Viable approaches for implementation are discussed and numerical results are provided.

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ژورنال

عنوان ژورنال: Numerical Linear Algebra with Applications

سال: 2006

ISSN: 1070-5325,1099-1506

DOI: 10.1002/nla.502