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Global Convergence of Gauss-Newton-MBFGS Method for Solving the Nonlinear Least Squares Problem
| Content Provider | Semantic Scholar |
|---|---|
| Author | Wang, Fei Li, Dong-Hui Qi, Liqun |
| Copyright Year | 2010 |
| Abstract | In this paper, by using a modifled BFGS (MBFGS) update, we propose a structured MBFGS update for the nonlinear least squares problem. We then propose a hybrid method that combines the Gauss-Newton method with the structured MBFGS method for solving the nonlinear least squares problem. We show that the hybrid method is globally and quadratically convergent for zero residual problems, and globally and superlinearly convergent for the nonzero residual problems. We also show that the unit step is essentially accepted. We also present some preliminary numerical results which show that the hybrid method is comparable with existing structured BFGS methods. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://maths.scnu.edu.cn/maths/uploadfile/2013/1001/20131001024401959.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
