nnls

A Non-monotonic Method for Large-scale Nonnegative Least Squares

  • Inderjit S. Dhillon
  • Dongmin Kim
  • Suvrit Sra
    • Categories Basic Sciences Applications, Bound-constrained Optimization, Nonlinear Systems and Least-Squares Tags , , , , , ,

    We present a new algorithm for nonnegative least-squares (NNLS). Our algorithm extends the unconstrained quadratic optimization algorithm of Barzilai and Borwein (BB) (J. Barzilai and J. M. Borwein; Two-Point Step Size Gradient Methods. IMA J. Numerical Analysis; 1988.) to handle nonnegativity constraints. Our extension diff ers in several basic aspects from other constrained BB variants. The … Read more