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A Feasible Interior Point Algorithm for a Class of Nonnegative Least Squares Problems

We study a feasible interior-point method for solving a class of nonnegative least squares problems. Firstly, nonnegative least squares problem was transformed into linear complementarily problem. Then we present a feasible interior point algorithm for monotone linear complementarity problem. We show that the algorithm have the polynomial complexity if a feasible starting point is available. At last, we give some numerical examples to indicate that the method is feasible and effective.