Using a spectral scaling structured BFGS method for constrained nonlinear least squares. (4th July 2019)

• Record Type: Journal Article
• Authors: Bidabadi, N.
• Is Part Of: Optimization methods and software. Volume 34:Number 4(2019)
• Page Start: 693
• Page End: 706
• Publication Date: 2019-07-04
• Subjects: nonlinear programming -- constrained nonlinear least squares -- exact penalty methods -- spectral scaling structured BFGS method; 90C30 -- 90C55; Mathematical optimization -- Periodicals; Algorithms -- Periodicals; 519.7
• DOI: 10.1080/10556788.2017.1385073
• Languages: English
• ISSNs: 1055-6788

Abstract

Abstract : In this paper, we use a spectral scaled structured BFGS formula for approximating projected Hessian matrices in an exact penalty approach for solving constrained nonlinear least-squares problems. We show this spectral scaling formula has a good self-correcting property. The reported numerical results show that the use of the spectral scaling structured BFGS method outperforms the standard structured BFGS method.