Stable factorized quasi-Newton methods for nonlinear least-squares problems

DOI10.1016/S0377-0427(00)00539-2MaRDI QIDQ5936067zbMATH OpenOpenAlexFDO

Authors Xiaofang Ma, Richard Y. K. Fung, Cheng-Xian Xu

Publication date 7 April 2002

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-0427(00)00539-2

zbMATH Keywords

convergencenonlinear least-squares problemnumerical experimentsQR decompositionquasi-Newton methods

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Methods of quasi-Newton type (90C53)

Review text

A new approach is considered for solving nonlinear least-squares problems. The proposed stable factorized quasi-Newton methods are based on a QR decomposition. The convergence property and superlinear convergence are proved. Some issues about the practical implementation of the proposed methods are also presented. A brief analysis of the computational cost of the proposed methods versus the original ones is given. Numerical experiments show that the new methods are as effective as the original ones; moreover, as the theoretical analysis shows, the new ones are more stable.

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Cites work

• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• An efficient line search for nonlinear least squares
• Convergence theory for the structured BFGS secant method with an application to nonlinear least squares
• Factorized quasi-Newton methods for nonlinear least squares problems
• scientific article; zbMATH DE number 872679 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• Hybrid method for nonlinear least-square problems without calculating derivatives
• Hybrid Methods for Nonlinear Least Squares
• Local convergence analysis for partitioned quasi-Newton updates
• More test examples for nonlinear programming codes
• Testing Unconstrained Optimization Software
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Cited in

(9)

• Newton-Krylov type algorithm for solving nonlinear least squares problems
• Factorized quasi-Newton methods for nonlinear least squares problems
• A brief survey of methods for solving nonlinear least-squares problems
• A Family of Quasi-Newton Methods for Nonlinear Equations with Direct Secant Updates of Matrix Factorizations
• scientific article; zbMATH DE number 1183040 (Why is no real title available?)
• A Family of Scaled Factorized Broyden-Like Methods for Nonlinear Least Squares Problems
• scientific article; zbMATH DE number 1748555 (Why is no real title available?)
• scientific article; zbMATH DE number 5073 (Why is no real title available?)
• scientific article; zbMATH DE number 872679 (Why is no real title available?)

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Uses Software

• minpack
• ve08

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