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demo_nnls

于 2011-08-26 发布 文件大小:639KB
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  PLS - DN是一个有限的牛顿为解决非退化的分段线性系统的算法。 PLS - DN的展品可证明半迭代 财产即在全球范围内的精确解在有限数量的迭代算法收敛。被证明是收敛速度 至少前终止线性。 广泛的算法是在我们的AISTATS 2011纸描述:“一个非退化的分段线性系统的有限牛顿算法”。此演示包重新运行 在解决非负最小二乘法(NNLS)问题上的三个稀疏的设计矩阵,从哈威尔波音收集(达夫等人,1989年)第4.2节的实验。 随着PLS - DN,此演示包建议实施五 其他NNLS求解:LCP_Fisher_Newton,LCP_Lemke,PQN,TRESNEI,和SCD (PLS- DN is a finite non-degenerate Newton to solve the piecewise linear system algorithms. PLS- DN exhibits semi-iterative property to prove that the exact solutions worldwide in a limited number of iterative convergence. Proved to be terminated before the linear convergence rate at least. A wide range of algorithms in our AISTATS 2011 paper describes: " a non-degenerate sub-linear systems with limited Newton algorithm." This demo package to re-run in the settlement of non-negative least squares (NNLS) on the design of the three sparse matrices from the Harwell Boeing collection (Duff et al, 1989) Section 4.2 of the experiment. With PLS- DN, this demonstrates the implementation of five other NNLS package proposed solution: LCP_Fisher_Newton, LCP_Lemke, PQN, TRESNEI, and SCD)

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