On the incomplete oblique projections method for solving box constrained least squares problems

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• 作者：H. Scolnik (1)
  N. Echebest (2)
  M. T. Guardarucci (3)
  
• 关键词：Inconsistent systems ; Box constrained ; Incomplete projections ; 65F10
• 刊名：Numerical Algorithms
• 出版年：2014
• 出版时间：May 2014
• 年：2014
• 卷：66
• 期：1
• 页码：17-32
• 全文大小：
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• 作者单位：H. Scolnik (1)
  N. Echebest (2)
  M. T. Guardarucci (3)
  
  1. Departamento de Computación, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Buenos Aires, Argentina
  2. Departamento de Matemática, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, CP 152, 50 y 115, La Plata, 1900, Argentina
  3. Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata, La Plata, Argentina
  
• ISSN：1572-9265

文摘

The aim of this paper is to extend the applicability of the incomplete oblique projections method (IOP) previously introduced by the authors for solving inconsistent linear systems to the box constrained case. The new algorithm employs incomplete projections onto the set of solutions of the augmented system Ax ?r = b, together with the box constraints, based on a scheme similar to the one of IOP, adding the conditions for accepting an approximate solution in the box. The theoretical properties of the new algorithm are analyzed, and numerical experiences are presented comparing its performance with some well-known methods.