Convergence theory for the structured BFGS secant method with an application to nonlinear least squares (Q1103332): Difference between revisions

The first author and \textit{H. F. Walker} [SIAM J. Numer. Anal. 18, 949-987 (1981; Zbl 0527.65032)] developed a convergence theory for structured secant methods which included the PSB and the DFP secant methods, but not the straightforward structured version of the BFGS secant method. Here, we fill this gap in the theory by establishing a convergence theory for the structured BFGS secant method. A direct application of our new theory gives the first proof of local and q-superlinear convergence of the important structured BFGS secant method for the nonlinear least-squares problem, which is used by the first author, \textit{D. M. Gay} and \textit{R. E. Welsh} [ACM Trans. Math. Software 7, 348-368 (1981; Zbl 0464.65040)] in the current version of the popular and successful NL2SOL code.