A Class of Factorized Quasi-Newton Methods for Nonlinear Least Squares Problems

A Class of Factorized Quasi-Newton Methods for Nonlinear Least Squares Problems

Year:    1996

Journal of Computational Mathematics, Vol. 14 (1996), Iss. 2 : pp. 143–158

Abstract

This paper gives a class of descent methods for nonlinear least squares solution. A class of updating formulae is obtained by using generalized inverse matrices. These formulae generate an approximation to the second part of the Hessian matrix of the objective function, and are updated in such a way that the resulting approximation to the whole Hessian matrix is the convex class of Broyden-like updating formulae. It is proved that the proposed updating formulae are invariant under linear transformation and that the class of factorized quasi-Newton methods are locally and superlinearly convergent. Numerical results are presented and show that the proposed methods are promising.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/1996-JCM-9226

Journal of Computational Mathematics, Vol. 14 (1996), Iss. 2 : pp. 143–158

Published online:    1996-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    16

Keywords: