Sequential Coordinate-Wise Algorithm for the Non-negative Least Squares Problem

Franc, Vojtěch, Hlaváč, Václav, Navara, Mirko
CAIP 2005, Berlin, Germany
CAIP 2005: Computer Analysis of Images and Patterns
Volume 1, Number 3691, Pages 407-414
September, 2005

Abstract

The paper contributes to the solution of the non-negative least squares problem. We propose a novel sequential coordinat-wise algorithm which is easy to implement and it is able to cope with larte scale problems. We derive stopping conditioons which allow to control te distance of the solution found to the optimal one in terms of the optimized objective function.

Keywords

leas square, non-negative, distance, sequential, coordinate-wise, algorithm

Bibtex entry

@InProceedings {Franc-Hlavac-Navara-CAIP05,
  author =      { Franc, Vojt{\ve}ch and Hlav{\'a}{\vc}, V{\'a}clav and Navara, Mirko },
  title =       { Sequential Coordinate-Wise Algorithm for the Non-negative Least Squares Problem },
  pages =       { 407--414 },
  year =        { 2005 },
  booktitle =   { CAIP 2005: Computer Analysis of Images and Patterns },
  editor =      { Gagalowicz, Andr{\'e} and Philips, Wilfried},
  publisher =   { Springer-Verlag },
  address =     { Berlin, Germany },
  isbn =        { 3-540-28969-0 },
  volume =      { 1 },
  series =      { LNCS },
  number =      { 3691 },
  book_pages =  { 865 },
  month =       { September },
  day =         { 5--8 },
  venue =       { Versailles, France },
  annote = { The paper contributes to the solution of the non-negative
    least squares problem. We propose a novel sequential
    coordinat-wise algorithm which is easy to implement and it is able
    to cope with larte scale problems. We derive stopping conditioons
    which allow to control te distance of the solution found to the
    optimal one in terms of the optimized objective function. },
  keywords =    { leas square, non-negative, distance, sequential, 
                  coordinate-wise, algorithme },
}