A two-step superlinearly convergent projected structured BFGS method for constrained nonlinear least squares

作者：Bidabadi Narges; Mahdavi Amiri Nezam^*

来源：Optimization, 2013, 62(6): 797-815.

DOI：10.1080/02331934.2012.686110

• structured secant methods
• constrained non-linear least squares
• exact penalty methods
• projected Hessian updates

We present an exact penalty approach for solving constrained non-linear least-squares problems, when the projected structured Hessian is approximated by a projected version of the structured BFGS formula and prove its local two-step Q-superlinear convergence. The numerical results obtained in an extensive comparative testing experiment confirm the approach to be reliable and efficient.

• 出版日期2013-6-1