An interior Newton-like method for nonnegative least-squares problems with degenerate solution

Stefania Bellavia (stefania.bellaviaunifi.it)
Maria Macconi (maria.macconiunifi.it)
Benedetta Morini (benedetta.moriniunifi.it)

Abstract: 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.

Keywords: convex quadratic programming, degeneracy, Interior Point methods, Inexact Newton methods, global convergence

Category 1: Nonlinear Optimization

Citation: Technical Report 1/2005, Dipartimento di Energetica 'S. Stecco', Universita di Firenze, Italia

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Entry Submitted: 12/12/2005
Entry Accepted: 12/12/2005
Entry Last Modified: 12/12/2005

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