Details

Autor(en) / Beteiligte

• Yabe, Hiroshi
• Yamaki, Naokazu

Titel

Convergence of a Factorized Broyden-Like Family for Nonlinear Least Squares Problems

Ist Teil von

• SIAM journal on optimization, 1995-11, Vol.5 (4), p.770-791

Ort / Verlag

Philadelphia: Society for Industrial and Applied Mathematics

Erscheinungsjahr

1995

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• 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.