Optimization Online


Regularization and Preconditioning of KKT Systems Arising in Nonnegative Least-Squares Problems

Stefania Bellavia(stefania.bellavia***at***unifi.it)
Jacek Gondzio(J.Gondzio***at***ed.ac.uk)
Benedetta Morini(benedetta.morini***at***unifi.it)

Abstract: 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 effectiveness of the preconditioner and fast convergence of the iterative method established by the analysis performed in this paper.

Keywords: regularization, preconditioning, KKT systems, Interior Point methods, nonnegative least-squares problems

Category 1: Nonlinear Optimization (Bound-constrained Optimization )

Citation: Technical Report MS-07-004, School of Mathematics, The University of Edinburgh, August 31, 2007.

Download: [PDF]

Entry Submitted: 09/01/2007
Entry Accepted: 09/01/2007
Entry Last Modified: 09/01/2007

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society