Yin Zhang and Michael Merritt (2004)
An Interior-Point Gradient Method for Large-Scale Totally Nonnegative Least Squares Problems
Rice University, Department of Computational and Applied Mathematics, 6100 Main Street, Houston, TX 77005.
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 some existing methods including the affine scaling method.