Convergence of a Factorized Broyden-Like Family for Nonlinear Least Squares Problems
This paper is concerned with factorized quasi-Newton methods for nonlinear least squares problems. A one parameter class of symmetric positive definite quasi-Newton updates is given that corresponds to the Broyden family. We call this new class of update formula a factorized Broyden-like family. Thi...
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| Veröffentlicht in: | SIAM journal on optimization 1995-11, Vol.5 (4), p.770-791 |
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| container_title | SIAM journal on optimization |
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| creator | Yabe, Hiroshi Yamaki, Naokazu |
| description | This paper is concerned with factorized quasi-Newton methods for nonlinear least squares problems. A one parameter class of symmetric positive definite quasi-Newton updates is given that corresponds to the Broyden family. We call this new class of update formula a factorized Broyden-like family. This family is based on the full rank factorized form of a structured quasi-Newton update. We prove that a quasi-Newton method using the factorized Broyden-like family possesses local and q-superlinear convergence properties. |
| doi_str_mv | 10.1137/0805037 |
| format | Article |
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A one parameter class of symmetric positive definite quasi-Newton updates is given that corresponds to the Broyden family. We call this new class of update formula a factorized Broyden-like family. This family is based on the full rank factorized form of a structured quasi-Newton update. 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| ispartof | SIAM journal on optimization, 1995-11, Vol.5 (4), p.770-791 |
| issn | 1052-6234 1095-7189 |
| language | eng |
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| source | SIAM Journals Online |
| subjects | Algorithms Approximation Methods |
| title | Convergence of a Factorized Broyden-Like Family for Nonlinear Least Squares Problems |
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