Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/5882
DC Field | Value | Language |
---|---|---|
dc.contributor | Department of Applied Mathematics | - |
dc.creator | Zhou, W | - |
dc.creator | Chen, X | - |
dc.date.accessioned | 2014-12-11T08:24:24Z | - |
dc.date.available | 2014-12-11T08:24:24Z | - |
dc.identifier.issn | 1052-6234 | - |
dc.identifier.uri | http://hdl.handle.net/10397/5882 | - |
dc.language.iso | en | en_US |
dc.publisher | Society for Industrial and Applied Mathematics | en_US |
dc.rights | © 2010 Society for Industrial and Applied Mathematics | en_US |
dc.subject | Nonlinear least squares | en_US |
dc.subject | Gauss–Newton method | en_US |
dc.subject | BFGS method | en_US |
dc.subject | Structured quasi-Newton method | en_US |
dc.subject | Global convergence | en_US |
dc.subject | Quadratic convergence | en_US |
dc.title | Global convergence of a new hybrid Gauss-Newton structured BFGS method for nonlinear least squares problems | en_US |
dc.type | Journal/Magazine Article | en_US |
dc.identifier.spage | 2422 | - |
dc.identifier.epage | 2441 | - |
dc.identifier.volume | 20 | - |
dc.identifier.issue | 5 | - |
dc.identifier.doi | 10.1137/090748470 | - |
dcterms.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. | - |
dcterms.accessRights | open access | en_US |
dcterms.bibliographicCitation | SIAM journal on optimization, 2010, v. 20, no. 5, p. 2422–2441 | - |
dcterms.isPartOf | SIAM Journal on optimization | - |
dcterms.issued | 2010 | - |
dc.identifier.isi | WOS:000280992000014 | - |
dc.identifier.scopus | 2-s2.0-77956065888 | - |
dc.identifier.eissn | 1095-7189 | - |
dc.identifier.rosgroupid | r47576 | - |
dc.description.ros | 2009-2010 > Academic research: refereed > Publication in refereed journal | - |
dc.description.oa | Version of Record | en_US |
dc.identifier.FolderNumber | OA_IR/PIRA | en_US |
dc.description.pubStatus | Published | en_US |
Appears in Collections: | Journal/Magazine Article |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Zhou_Global_Convergence_Hybrid.pdf | 270.77 kB | Adobe PDF | View/Open |
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