On Iterative Algorithms for Linear Least Squares Problems with Bound Constraints

@inproceedings{Bierlaire1995OnIA,
  title={On Iterative Algorithms for Linear Least Squares Problems with Bound Constraints},
  author={Michel Bierlaire and D Toint and Tuyttens},
  year={1995}
}
Three new iterative methods for the solution of the linear least squares problem with bound constraints are presented and their performance analyzed. The rst is a modiication of a method proposed by LL otstedt, while the two others are characterized by a technique allowing for fast active set changes resulting in noticeable improvements on the speed at which constraints active at the solution are identiied. The numerical eeciency of these algorithms is experimentally studied, with particular… CONTINUE READING
21 Citations
23 References
Similar Papers

Citations

Publications citing this paper.
Showing 1-10 of 21 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 23 references

A Bjj orck, \Least squares methods", to appear in \Handbook of Numerical Analysis

  • A Bjj orck, \Least squares methods", to appear in…
  • 1989

\Algorithms for bound constrained quadratic programming problems

  • J Mor, G Toraldo
  • Numerische Mathematik
  • 1989

Toint, \Global convergence of a class of trust region algorithms for optimization with simple bounds Correction, same journal

  • R Conn, N I M Gould, Ph L
  • SIAM Journal on Numerical Analysis
  • 1988

\A Direct Method for Sparse Least Squares Problems with Lower and Upper Bounds

  • A Bjj
  • Numerische Mathematik
  • 1988

\Global convergence of a class of trust region methods for nonconvex minimization in Hilbert space

  • L Toint
  • IMA Journal of Numerical Analysis
  • 1988

\Testing a class of methods for solving minimization problems with simple bounds on the variables

  • R Conn, N I M Gould, Ph L Toint
  • Mathematics of Computation
  • 1988

\A comparison between some direct and iterative methods for large scale geodetic least squares problems

  • H Golub, P E Manneback, Ph L Toint
  • SIAM Journal on Scientiic and Statistical…
  • 1986

\A direct method for sparse nonnegative least squares problems

  • U Oreborn
  • \A direct method for sparse nonnegative least…
  • 1986

\Linear least squares with bounds and linear constraints

  • R J Hanson
  • SIAM Journal on Scientiic and Statistical…
  • 1986

Similar Papers

Loading similar papers…