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A two-step superlinearly convergent projected structured BFGS method for constrained nonlinear least squares

Bidabadi, N ; Sharif University of Technology | 2013

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  1. Type of Document: Article
  2. DOI: 10.1080/02331934.2012.686110
  3. Publisher: 2013
  4. Abstract:
  5. We present an exact penalty approach for solving constrained non-linear least-squares problems, when the projected structured Hessian is approximated by a projected version of the structured BFGS formula and prove its local two-step Q-superlinear convergence. The numerical results obtained in an extensive comparative testing experiment confirm the approach to be reliable and efficient
  6. Keywords:
  7. Constrained non-linear least squares ; Exact penalty methods ; Projected Hessian updates ; Structured secant methods
  8. Source: Optimization ; Volume 62, Issue 6 , 2013 , Pages 797-815 ; 02331934 (ISSN)
  9. URL: http://www.tandfonline.com/doi/abs/10.1080/02331934.2012.686110