基于罚函数的非负最小二乘问题的数值方法
首发时间:2018-05-21
摘要:非负最小二乘问题是优化领域的基本问题之一,可应用于解线性不等式组。本文利用罚函数方法,将非负最小二乘问题转化为无约束问题,进而给出了求解该问题的基于罚函数的非负最小二乘算法,并证明了该算法的全局收敛性。数值实验表明,基于罚函数的最小二乘算法具有良好的现实可行性。
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An Algorithm for Non-negative Least Squares Problem Based on Penalty Function
Abstract:\justifyingThe problem of nonnegative least squares is a basic problem in the field of optimization, and is especially applied to solving linear inequality equations. In this paper, the penalty function method is used to transform the nonnegative least squares problem into an unconstrained problem, and the least square algorithm of the problem based on penalty function is given, and the global convergence of the algorithm is proved. The numerical experiments show that the least square algorithm based on penalty function has the realistic feasibility.
Keywords: optimization penalty function Nonnegative least squares
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