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http://hdl.handle.net/10397/5882
Title: | Global convergence of a new hybrid Gauss-Newton structured BFGS method for nonlinear least squares problems | Authors: | Zhou, W Chen, X |
Issue Date: | 2010 | Source: | SIAM journal on optimization, 2010, v. 20, no. 5, p. 2422–2441 | Abstract: | In this paper, we propose a hybrid Gauss–Newton structured BFGS method with a new update formula and a new switch criterion for the iterative matrix to solve nonlinear least squares problems. We approximate the second term in the Hessian by a positive definite BFGS matrix. Under suitable conditions, global convergence of the proposed method with a backtracking line search is established. Moreover, the proposed method automatically reduces to the Gauss–Newton method for zero residual problems and the structured BFGS method for nonzero residual problems in a neighborhood of an accumulation point. A locally quadratic convergence rate for zero residual problems and a locally superlinear convergence rate for nonzero residual problems are obtained for the proposed method. Some numerical results are given to compare the proposed method with some existing methods. | Keywords: | Nonlinear least squares Gauss–Newton method BFGS method Structured quasi-Newton method Global convergence Quadratic convergence |
Publisher: | Society for Industrial and Applied Mathematics | Journal: | SIAM Journal on optimization | ISSN: | 1052-6234 | EISSN: | 1095-7189 | DOI: | 10.1137/090748470 | Rights: | © 2010 Society for Industrial and Applied Mathematics |
Appears in Collections: | Journal/Magazine Article |
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Zhou_Global_Convergence_Hybrid.pdf | 270.77 kB | Adobe PDF | View/Open |
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