CRPC-TR98740						May 1998

Title: A Ferris-Mangasarian Technique Applied to Linear Least Squares
Problems

Authors: J. E. Dennis and Trond Steihaug

Submitted May 1998

Abstract:
This note specializes to linear least squares problems an approach
suggested by Ferris and Mangasarian for solving constrained optimization
problems on parallel computers. It will be shown here that this
specialization leads to an algorithm which is mathematically equivalent to
an acceleration and convergence forcing modification of the block Jacobi
iteration applied to the normal equations. The resulting algorithm is a
promising way to speed up a parallel multisplitting algorithm of Renaut
for linear least squares. Renaut's algorithm is related to a 
specialization of part of the Ferris and Mangasarian approach.

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J.E. Dennis
dennis@caam.rice.edu
Department of Computational and Applied Mathematics
Rice University

Trond Steihaug
Department of Informatics
University of Bergen