Abstract
The aim of this paper is to find the minimum norm solution of a linear system of equations. The proposed method is based on presenting a view of solution on the dual exterior penalty problem of primal quadratic programming. To solve the unconstrained minimization problem, the generalized Newton method was employed and to guarantee its finite global convergence, the Armijo step size regulation was adopted. This method was tested on all systems selected in NETLIB 1 . Numerical results were compared with the MOSEK Optimization Software 2 on linear systems in NETLIB ( Table 1 ) and on linear systems generated by the Linear systems generator ( Table 2 ). 1 www.netlib.org 2 www.mosek.com
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