New basic Hessian approximations for large-scale nonlinear least-squares optimization

DOI10.1007/978-3-030-33585-4_59MaRDI QIDQ5117309zbMATH OpenOpenAlexFDO

Authors Ahmed al-Siyabi, Mehiddin Al-Baali

Publication date 20 August 2020

Published in Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-33585-4_59

zbMATH Keywords

large-scale nonlinear least-squareslimited memory BFGS methodquasi-Newton method

Mathematics Subject Classification ID

Quadratic programming (90C20) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Cites work

• Benchmarking optimization software with performance profiles.
• Computational experiments with scaled initial hessian approximation for the broyden family methods^∗
• Damped techniques for enforcing convergence of quasi-Newton methods
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• scientific article; zbMATH DE number 1552015 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• Impact of partial separability on large-scale optimization
• NUMERICAL COMPARISON AMONG STRUCTURED QUASI-NEWTON METHODS FOR NONLINEAR LEAST SQUARES PROBLEMS
• Numerical Experience with Limited-Memory Quasi-Newton and Truncated Newton Methods
• On the limited memory BFGS method for large scale optimization
• On the Use of Product Structure in Secant Methods for Nonlinear Least Squares Problems
• Optimal conditioning of self-scaling variable Metric algorithms
• Some numerical experiments with variable-storage quasi-Newton algorithms
• Updating Quasi-Newton Matrices with Limited Storage
• Variational Methods for Non-Linear Least-Squares

Cited in

(9)

• A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares
• On limited memory SQP methods for large scale constrained nonlinear least squares problems
• A new framework for the computation of Hessians
• Relative Sizes of the Hessian Terms in Nonlinear Parameter Estimation
• scientific article; zbMATH DE number 2068026 (Why is no real title available?)
• Modeling Hessian-vector products in nonlinear optimization: new Hessian-free methods
• Accelerated nonlinear finite element method for analysis of isotropic hyperelastic materials nonlinear deformations
• Hessian averaging in stochastic Newton methods achieves superlinear convergence
• Approximating sparse Hessian matrices using large-scale linear least squares

Describes a project that uses

Uses Software

• L-BFGS

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