Least-Squares Delayed Weighted Gradient Method
DOI:
https://doi.org/10.5540/03.2022.009.01.0267Palabras clave:
Least squares, linear systems, iterative method, delayed weighted gradient method.Resumen
The delayed weighted gradient algorithm (DWGM) is proved to be a robust iterative procedure to solve convex quadratic optimization problems.Its theoretical and numerical performance is similar to the conjugate gradient method.In this work we specialize the DWGM to deal with least-squares problems.Numerical experimentation is offered to show the effectiveness of the approach.
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