A General Solution to Least Squares Problems with Box Constraints and Its Applications
Joint Authors
Teng, Yueyang
Qi, Shouliang
Xiao, Dayu
Xu, Lisheng
Li, Jianhua
Kang, Yan
Source
Mathematical Problems in Engineering
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-06-19
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
The main contribution of this paper is presenting a flexible solution to the box-constrained least squares problems.
This solution is applicable to many existing problems, such as nonnegative matrix factorization, support vector machine, signal deconvolution, and computed tomography reconstruction.
The key concept of the proposed algorithm is to replace the minimization of the cost function at each iteration by the minimization of a surrogate, leading to a guaranteed decrease in the cost function.
In addition to the monotonicity, the proposed algorithm also owns a few good features including the self-constraint in the feasible region and the absence of a predetermined step size.
This paper theoretically proves the global convergence for a special case of below-bounded constraints.
Using the proposed mechanism, some valuable algorithms can be derived.
The simulation results demonstrate that the proposed algorithm provides performance that is comparable to that of other commonly used methods in numerical experiment and computed tomography reconstruction.
American Psychological Association (APA)
Teng, Yueyang& Qi, Shouliang& Xiao, Dayu& Xu, Lisheng& Li, Jianhua& Kang, Yan. 2016. A General Solution to Least Squares Problems with Box Constraints and Its Applications. Mathematical Problems in Engineering،Vol. 2016, no. 2016, pp.1-11.
https://search.emarefa.net/detail/BIM-1112116
Modern Language Association (MLA)
Teng, Yueyang…[et al.]. A General Solution to Least Squares Problems with Box Constraints and Its Applications. Mathematical Problems in Engineering No. 2016 (2016), pp.1-11.
https://search.emarefa.net/detail/BIM-1112116
American Medical Association (AMA)
Teng, Yueyang& Qi, Shouliang& Xiao, Dayu& Xu, Lisheng& Li, Jianhua& Kang, Yan. A General Solution to Least Squares Problems with Box Constraints and Its Applications. Mathematical Problems in Engineering. 2016. Vol. 2016, no. 2016, pp.1-11.
https://search.emarefa.net/detail/BIM-1112116
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1112116