Trust-region and other regularisations of linear least-squares problems

We consider methods for regularising the least-squares solution of the linear system Ax = b. In particular, we propose iterative methods for solving large problems in which a trust-region bound ||x|| ≤ Δ is imposed on the size of the solution, and in which the least value of linear combinations of |...

Full description

Bibliographic Details
Main Authors: Cartis, C, Gould, N, Toint, P
Format: Report
Published: Unspecified 2008