  


Trustregion and other regularisations of linear leastsquares problems
Coralia Cartis (coralia.cartised.ac.uk) Abstract: We consider methods for regularising the leastsquares solution of the linear system Ax = b. In particular, we propose iterative methods for solving large problems in which a trustregion bound x <= Delta is imposed on the size of the solution, and in which the least value of linear combinations of Axb_2^q and a regularisation term x_2^p for various p and q =1,2 is sought. In each case, one of more ``secular'' equations are derived, and fast Newtonlike solution procedures are suggested. The resulting algorithms are available as part of the GALAHAD optimization library. Keywords: linear leastsquares, regularisation, trustregion, secular equation Category 1: Nonlinear Optimization (Nonlinear Systems and LeastSquares ) Citation: @article{CartGoulToin09a, author = {C. Cartis and N. I. M. Gould and Ph. L. Toint}, title = {Trustregion and other regularisation of linear leastsquares problems}, journal = {BIT}, volume = 49, number = 1, pages = {2153}, year = 2009} Download: Entry Submitted: 02/03/2008 Modify/Update this entry  
Visitors  Authors  More about us  Links  
Subscribe, Unsubscribe Digest Archive Search, Browse the Repository

Submit Update Policies 
Coordinator's Board Classification Scheme Credits Give us feedback 
Optimization Journals, Sites, Societies  