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

Detalhes bibliográficos
Autor(a) principal: Zhou,Weijun
Data de Publicação: 2010
Outros Autores: Zhang,Li
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Computational & Applied Mathematics
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022010000200006
Resumo: 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 efficiency of the proposed method. Mathematical subject classification: 90C53, 65K05.
id SBMAC-2_6adac14dc6ace9e653f4d859afdb069d
oai_identifier_str oai:scielo:S1807-03022010000200006
network_acronym_str SBMAC-2
network_name_str Computational & Applied Mathematics
repository_id_str
spelling Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problemsfactorized quasi-Newton methodnonlinear least squaresglobal convergenceIn 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 efficiency of the proposed method. Mathematical subject classification: 90C53, 65K05.Sociedade Brasileira de Matemática Aplicada e Computacional2010-06-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022010000200006Computational & Applied Mathematics v.29 n.2 2010reponame:Computational & Applied Mathematicsinstname:Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)instacron:SBMAC10.1590/S1807-03022010000200006info:eu-repo/semantics/openAccessZhou,WeijunZhang,Lieng2010-07-22T00:00:00Zoai:scielo:S1807-03022010000200006Revistahttps://www.scielo.br/j/cam/ONGhttps://old.scielo.br/oai/scielo-oai.php||sbmac@sbmac.org.br1807-03022238-3603opendoar:2010-07-22T00:00Computational & Applied Mathematics - Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)false
dc.title.none.fl_str_mv Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems
title Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems
spellingShingle Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems
Zhou,Weijun
factorized quasi-Newton method
nonlinear least squares
global convergence
title_short Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems
title_full Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems
title_fullStr Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems
title_full_unstemmed Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems
title_sort Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems
author Zhou,Weijun
author_facet Zhou,Weijun
Zhang,Li
author_role author
author2 Zhang,Li
author2_role author
dc.contributor.author.fl_str_mv Zhou,Weijun
Zhang,Li
dc.subject.por.fl_str_mv factorized quasi-Newton method
nonlinear least squares
global convergence
topic factorized quasi-Newton method
nonlinear least squares
global convergence
description 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 efficiency of the proposed method. Mathematical subject classification: 90C53, 65K05.
publishDate 2010
dc.date.none.fl_str_mv 2010-06-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022010000200006
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022010000200006
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/S1807-03022010000200006
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Matemática Aplicada e Computacional
publisher.none.fl_str_mv Sociedade Brasileira de Matemática Aplicada e Computacional
dc.source.none.fl_str_mv Computational & Applied Mathematics v.29 n.2 2010
reponame:Computational & Applied Mathematics
instname:Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)
instacron:SBMAC
instname_str Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)
instacron_str SBMAC
institution SBMAC
reponame_str Computational & Applied Mathematics
collection Computational & Applied Mathematics
repository.name.fl_str_mv Computational & Applied Mathematics - Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)
repository.mail.fl_str_mv ||sbmac@sbmac.org.br
_version_ 1754734890211868672

Registros relacionados