Cartis, Coralia and Gould, Nicholas I. M. and Toint, Philippe L. (2008) Trustregion and other regularisations of linear leastsquares problems. Technical Report. Unspecified. (Submitted)

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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 ≤ Δ is imposed on the size of the solution, and in which the least value of linear combinations of Axb2q and a regularisation term x2p 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.
Item Type:  Technical Report (Technical Report) 

Subjects:  H  N > Numerical analysis 
Research Groups:  Numerical Analysis Group 
ID Code:  1078 
Deposited By:  Lotti Ekert 
Deposited On:  06 May 2011 07:22 
Last Modified:  29 May 2015 18:46 
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