# Large-scale box-constrained linear least-squares

I need to solve

$$\mbox{min}||Ax - b||_2^2 \quad \mbox{s.t.} \quad l \leq x \leq u,$$

where $A \in R^{m \times n}$, $m \ll n$, $n \approx 10^4-10^5$.

BVLS [1] based on active-set method works fine for small problems, but it is too slow for large-scale problems I have.

Are there any other (maybe approximate) methods to deal with such problems?