Monday, 15:45 - 16:10 h, Room: H 0107

 

Mehiddin Al-Baali
Hybrid damped-BFGS/Gauss-Newton methods for nonlinear least-squares

Coauthor: Mohamed Al-Lawatia

 

Abstract:
The damped-technique in the modified BFGS method of Powell (1978) for constrained optimization will be extended to the hybrid BFGS/Gauss-Newton methods for unconstrained nonlinear least squares. It will be shown that this extension maintains the useful convergence properties of the hybrid methods and improves their performance substantially in certain cases. The analysis is based on a recent proposal for using the damped-technique when applied to the Broyden family of methods for unconstrained optimization, which enforces safely the positive definiteness property of Hessian approximations.

 

Talk 2 of the contributed session Mon.3.H 0107
"Methods for nonlinear optimization III" [...]
Cluster 16
"Nonlinear programming" [...]

 

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