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Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems

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成果类型:
期刊论文
作者:
Zhou, Weijun*;Zhang, Li
通讯作者:
Zhou, Weijun
作者机构:
[Zhang, Li; Zhou, Weijun] Changsha Univ Sci & Technol, Coll Math & Computat Sci, Changsha 410004, Hunan, Peoples R China.
通讯机构:
[Zhou, Weijun] C
Changsha Univ Sci & Technol, Coll Math & Computat Sci, Changsha 410004, Hunan, Peoples R China.
语种:
英文
关键词:
factorized quasi-Newton method;nonlinear least squares;global convergence
期刊:
Computational and Applied Mathematics
ISSN:
2238-3603
年:
2010
卷:
29
期:
2
页码:
195-214
基金类别:
NSF foundation of China [10901026]; Hunan Provincial Education DepartmentHunan Provincial Education Department [09B001]; Hong Kong Polytechnic UniversityHong Kong Polytechnic University; Japanese Government
机构署名:
本校为第一且通讯机构
院系归属:
数学与统计学院
摘要:
In this paper, we propose a regularized factorized quasi-Newton method with a new Armijo-type line search and prove its global convergence for nonlinear least squares problems. This convergence result is extended to the regularized BFGS and DFP methods for solving strictly convex minimization problems. Some numerical results are presented to show efficienc...

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