Iterative method for a class of nonnegative linear least squares problems

Abstract

An iterative method for solving a class of nonnegative linear least squares problems is presented. Firstly, nonnegative least squares problem is transformed into monotone linear complementarity problem. Then we present an iterative algorithm for monotone linear complementarity problem based on the fixed-point principle. We prove that this method converges to optimal solution of original problem after finite iterations. At last, we give some numerical examples to indicate that the method is feasible and effective.