Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems
- Resource Type
- article
- Authors
- Zhou, Weijun; Zhang, Li
- Source
- Computational & Applied Mathematics. June 2010 29(2)
- Subject
- factorized quasi-Newton method
nonlinear least squares
global convergence
- Language
- English
- ISSN
- 1807-0302
In this paper, we propose a regularized factorized quasi-Newton method with a new Armijo-type line search and prove its global convergence for nonlinear least squares problems. This convergence result is extended to the regularized BFGS and DFP methods for solving strictly convex minimization problems. Some numerical results are presented to show efficiency of the proposed method. Mathematical subject classification: 90C53, 65K05.