Interior-Point Gradient Method for Large-Scale Totally Nonnegative Least Squares Problems

M. Merritt and Y. Zhang
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M. Merritt: Rice University
Y. Zhang: Rice University

Journal of Optimization Theory and Applications, 2005, vol. 126, issue 1, No 12, 202 pages

Abstract: Abstract We study an interior-point gradient method for solving a class of so-called totally nonnegative least-squares problems. At each iteration, the method decreases the residual norm along a diagonally-scaled negative gradient direction with a special scaling. We establish the global convergence of the method and present some numerical examples to compare the proposed method with a few similar methods including the affine scaling method.

Keywords: Totally nonnegative least-squares problems; interior-point gradient methods (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10957-005-2668-z

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