Convergence theory for the structured BFGS secant method with an application to nonlinear least squares
نویسندگان
چکیده
منابع مشابه
Global Convergence of a New Hybrid Gauss--Newton Structured BFGS Method for Nonlinear Least Squares Problems
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. Moreov...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 1989
ISSN: 0022-3239,1573-2878
DOI: 10.1007/bf00962795