Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems
AUTOR(ES)
Zhou, Weijun, Zhang, Li
FONTE
Computational & Applied Mathematics
DATA DE PUBLICAÇÃO
2010-06
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.
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