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  1. NIIテクニカル・レポート

NII Technical Report (NII-2016-001E):Modulus-Type Inner Outer Iteration Methods for Nonnegative Constrained Least Squares Problems (Revised Version)

https://doi.org/10.20736/0002000333
https://doi.org/10.20736/0002000333
7edf22a7-6a22-4940-a0bb-0ebe74293daa
名前 / ファイル ライセンス アクション
16-001E.pdf NII Technical Report (NII-2016-001E):Modulus-Type Inner Outer Iteration Methods for Nonnegative Constrained Least Squares Problems (Revised Version) (733 KB)
Item type レポート / Report(1)
公開日 2022-06-08
タイトル
言語 en
タイトル NII Technical Report (NII-2016-001E):Modulus-Type Inner Outer Iteration Methods for Nonnegative Constrained Least Squares Problems (Revised Version)
言語
言語 eng
キーワード
言語 ja
主題Scheme Other
主題 テクニカルレポート
キーワード
言語 en
主題Scheme Other
主題 Technical Report
資源タイプ
資源 http://purl.org/coar/resource_type/c_6501
タイプ departmental bulletin paper
ID登録
ID登録 10.20736/0002000333
ID登録タイプ JaLC
著者 Zheng, Ning

× Zheng, Ning

en Zheng, Ning

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速水, 謙

× 速水, 謙

ja 速水, 謙

en Hayami, Ken

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Yin, Jun-Feng

× Yin, Jun-Feng

en Yin, Jun-Feng

Search repository
抄録
内容記述タイプ Abstract
内容記述 For the solution of large sparse nonnegative constrained least squares (NNLS) problems, a new iterative method is proposed which uses the CGLS method for the inner iterations and the modulus iterative method for the outer iterations to solve the linear complementarity problem resulting from the Karush-Kuhn-Tucker condition of the NNLS problem. Theoretical convergence analysis including the optimal choice of the parameter matrix is presented for the proposed method. In addition, the method can be further enhanced by incorporating the active set strategy, which contains two stages where the first stage consists of modulus iterations to identify the active set, while the second stage solves the reduced unconstrained least squares problems only on the inactive variables, and projects the solution into the nonnegative region. Numerical experiments show the efficiency of the proposed methods compared to projection gradient-type methods with less iteration steps and CPU time.
言語 en
書誌情報 ja : NIIテクニカル・レポート
en : NII Technical Report

p. 1-29, 発行日 2016-01-12
出版者
言語 ja
出版者 国立情報学研究所
ISSN
収録物識別子タイプ ISSN
収録物識別子 1346-5597
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