Title :
A Feasible Interior Point Algorithm for a Class of Nonnegative Least Squares Problems
Author_Institution :
Dept. of Math., Shaanxi Univ. of Technol., Hanzhong, China
Abstract :
We study a feasible interior-point method for solving a class of nonnegative least squares problems. Firstly, nonnegative least squares problem was transformed into linear complementarily problem. Then we present a feasible interior point algorithm for monotone linear complementarity problem. We show that the algorithm have the polynomial complexity if a feasible starting point is available. At last, we give some numerical examples to indicate that the method is feasible and effective.
Keywords :
computational complexity; least squares approximations; feasible interior point algorithm; monotone linear complementarity problem; nonnegative least squares problems; polynomial complexity; Convergence; Design optimization; Large-scale systems; Least squares methods; Mathematical programming; Mathematics; Polynomials; Quadratic programming; Vectors; feasible interior point algorithm; linear complementarity problem; nonnegative least squares problem; polynomial complexity;
Conference_Titel :
Future Computer and Communication, 2009. FCC '09. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-0-7695-3676-7
