Using a spectral scaling structured BFGS method for constrained nonlinear least squares |
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Authors: | N. Bidabadi |
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Affiliation: | Faculty of Mathematical Sciences, Yazd University, Yazd, Iran |
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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. |
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Keywords: | nonlinear programming constrained nonlinear least squares exact penalty methods spectral scaling structured BFGS method |
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