Sequential coordinate-wise algorithm for the non-negative least squares problem

  • Authors:
  • Vojtěch Franc;Václav Hlaváč;Mirko Navara

  • Affiliations:
  • Center for Machine Perception, Department of Cybernetics, Faculty of Electrical Engineering, Czech Technical University;Center for Machine Perception, Department of Cybernetics, Faculty of Electrical Engineering, Czech Technical University;Center for Machine Perception, Department of Cybernetics, Faculty of Electrical Engineering, Czech Technical University

  • Venue:
  • CAIP'05 Proceedings of the 11th international conference on Computer Analysis of Images and Patterns
  • Year:
  • 2005

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Abstract

This paper contributes to the solution of the non-negative least squares problem (NNLS). The NNLS problem constitutes a substantial part of many computer vision methods and methods in other fields, too. We propose a novel sequential coordinate-wise algorithm which is easy to implement and it is able to cope with large scale problems. We also derive stopping conditions which allow to control the distance of the solution found to the optimal one in terms of the optimized objective function. The proposed algorithm showed promising performance in comparison to the projected Landweber method.