Fast nonnegative least squares through flexible Krylov subspaces

Silvia Gazzola, Yves Wiaux

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)
184 Downloads (Pure)

Abstract

Constrained least squares problems arise in a variety of applications, and many iterative methods are already available to compute their solutions. This paper proposes a new efficient approach to solve nonnegative linear least squares problems. The associated KKT conditions are leveraged to form an adaptively preconditioned linear system, which is then solved by a flexible Krylov subspace method. The new method can be easily applied to image reconstruction problems affected by both Gaussian and Poisson noise, where the components of the solution represent nonnegative intensities. {Theoretical insight is given, and} numerical experiments and comparisons are displayed in order to validate the new method, which delivers results of equal or better quality than many state-of-the-art methods for nonnegative least squares solvers, with a significant speedup.
Original languageEnglish
Pages (from-to)A655–A679
Number of pages25
JournalSIAM Journal on Scientific Computing
Volume39
Issue number2
DOIs
Publication statusPublished - 27 Apr 2017

Keywords

  • math.NA

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