| Article ID: | iaor2006371 |
| Country: | Germany |
| Volume: | 126 |
| Issue: | 1 |
| Start Page Number: | 191 |
| End Page Number: | 202 |
| Publication Date: | Jun 2005 |
| Journal: | Journal of Optimization Theory and Applications |
| Authors: | Zhang Y., Merritt M. |
| Keywords: | interior point methods |
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 a few similar methods including the affine scaling method.