An efficient Hessian based algorithm for singly linearly and box constrained least squares regression

DOI10.1007/s10915-021-01541-9zbMath1476.90194OpenAlexW3172554614MaRDI QIDQ2049105

Lanyu Lin, Yong-Jin Liu

Publication date: 24 August 2021

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-021-01541-9

zbMATH Keywords

least squares regressiongeneralized Jacobiansemismooth Newton methodaugmented Lagrangian algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90)

Related Items (1)

A semismooth Newton-based augmented Lagrangian algorithm for density matrix least squares problems

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