Flexible CGLS for box-constrained linear least squares problems

Research output: Chapter or section in a book/report/conference proceedingChapter in a published conference proceeding

Abstract

This paper introduces a new efficient algorithm to approximate a solution of linear least squares problems subject to box constraints. Starting from an equivalent reformulation of the associated KKT conditions as a nonlinear system of equations, the new approach formulates a fixed-point iteration scheme that involves the solution of an adaptively preconditioned linear sys-tem, which is handled by flexible CGLS. The resulting method is dubbed 'box-FCGLS'. Box-FCGLS is applied to solve large-scale linear inverse problems arising in imaging applications, where box constraints encode prior information about the solution. The results of extensive numerical testings show the performance of box-FCGLS that, when compared to accelerated gradient-based optimization schemes for box-constrained least squares problems, efficiently delivers results of equal or better quality.

Original languageEnglish
Title of host publicationProceedings - 2021 21st International Conference on Computational Science and Its Applications, ICCSA 2021
Place of PublicationU. S. A.
PublisherIEEE
Pages133-138
Number of pages6
ISBN (Electronic)9781665458436
ISBN (Print)9781665458443
DOIs
Publication statusPublished - 13 Sep 2021
Event21st International Conference on Computational Science and Its Applications, ICCSA 2021 - Cagliari, Italy
Duration: 13 Sep 202116 Sep 2021

Publication series

NameProceedings - 2021 21st International Conference on Computational Science and Its Applications, ICCSA 2021

Conference

Conference21st International Conference on Computational Science and Its Applications, ICCSA 2021
Country/TerritoryItaly
CityCagliari
Period13/09/2116/09/21

Keywords

  • box constraints
  • flexible Krylov methods
  • linear inverse problems

ASJC Scopus subject areas

  • Computers in Earth Sciences
  • Health Informatics
  • Modelling and Simulation
  • Computer Science Applications
  • Software
  • Numerical Analysis

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