An Adaptive Nonmonotone Trust Region Method Based on a Structured Quasi Newton Equation for the Nonlinear Least Squares Problem

In this work an iterative method to solve the nonlinear least squares problem is presented. The algorithm combines a secant method with a strategy of nonmonotone trust region. In order to dene the quadratic model, the Hessian matrix is chosen using a secant approach that takes advantage of the struc...

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Detalles Bibliográficos
Autores principales: Croceri, Graciela, Pizarro, Gonzalo, Sottosanto, Graciela
Formato: Articulo
Lenguaje:Inglés
Publicado: 2017
Materias:
Ciencias Informáticas
Trust region
Least Squares Problem
Structured Secant Approximation
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/135159
https://publicaciones.sadio.org.ar/index.php/EJS/article/view/24
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-135159
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Ciencias Informáticas
Trust region
Least Squares Problem
Structured Secant Approximation
spellingShingle Ciencias Informáticas
Trust region
Least Squares Problem
Structured Secant Approximation
Croceri, Graciela
Pizarro, Gonzalo
Sottosanto, Graciela
An Adaptive Nonmonotone Trust Region Method Based on a Structured Quasi Newton Equation for the Nonlinear Least Squares Problem
topic_facet Ciencias Informáticas
Trust region
Least Squares Problem
Structured Secant Approximation
description In this work an iterative method to solve the nonlinear least squares problem is presented. The algorithm combines a secant method with a strategy of nonmonotone trust region. In order to dene the quadratic model, the Hessian matrix is chosen using a secant approach that takes advantage of the structure of the problem, and the radius of the trust region is updated following an adaptive technique. Moreover, convergence properties of this algorithm are proved. The numerical experimentation, in which several ways of choosing the Hessian matrix are compared, shows the effiency and robustness of the method.
format Articulo
Articulo
author Croceri, Graciela
Pizarro, Gonzalo
Sottosanto, Graciela
author_facet Croceri, Graciela
Pizarro, Gonzalo
Sottosanto, Graciela
author_sort Croceri, Graciela
title An Adaptive Nonmonotone Trust Region Method Based on a Structured Quasi Newton Equation for the Nonlinear Least Squares Problem
title_short An Adaptive Nonmonotone Trust Region Method Based on a Structured Quasi Newton Equation for the Nonlinear Least Squares Problem
title_full An Adaptive Nonmonotone Trust Region Method Based on a Structured Quasi Newton Equation for the Nonlinear Least Squares Problem
title_fullStr An Adaptive Nonmonotone Trust Region Method Based on a Structured Quasi Newton Equation for the Nonlinear Least Squares Problem
title_full_unstemmed An Adaptive Nonmonotone Trust Region Method Based on a Structured Quasi Newton Equation for the Nonlinear Least Squares Problem
title_sort adaptive nonmonotone trust region method based on a structured quasi newton equation for the nonlinear least squares problem
publishDate 2017
url http://sedici.unlp.edu.ar/handle/10915/135159
https://publicaciones.sadio.org.ar/index.php/EJS/article/view/24
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