Factorized quasi-Newton methods for nonlinear least squares problems |
| |
Authors: | Hiroshi Yabe Toshihiko Takahashi |
| |
Institution: | (1) Faculty of Engineering, Science University of Tokyo, 1-3, Kagurazaka, Shinjuku-ku, 162 Tokyo, Japan;(2) Information Processing Center, Kajima Corporation, 2-7, Motoakasaka 1-Chome, Minato-ku, 107 Tokyo, Japan |
| |
Abstract: | This paper provides a modification to the Gauss—Newton method for nonlinear least squares problems. The new method is based on structured quasi-Newton methods which yield a good approximation to the second derivative matrix of the objective function. In particular, we propose BFGS-like and DFP-like updates in a factorized form which give descent search directions for the objective function. We prove local and q-superlinear convergence of our methods, and give results of computational experiments for the BFGS-like and DFP-like updates.This work was supported in part by the Grant-in-Aid for Encouragement of Young Scientists of the Japanese Ministry of Education: (A)61740133 and (A)62740137. |
| |
Keywords: | Nonlinear least squares problems factorized quasi-Newton method local and q-superlinear convergence |
本文献已被 SpringerLink 等数据库收录! |
|