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求解非线性最小二乘问题的自适应锥模型信赖域算法

杨扬 孙文瑜

南京师大学报(自然科学版)2007,Vol.30Issue(1):13-21,9.
南京师大学报(自然科学版)2007,Vol.30Issue(1):13-21,9.

求解非线性最小二乘问题的自适应锥模型信赖域算法

Adaptive Conic Trust-Region Method for Nonlinear Least Squares Problems

杨扬 1孙文瑜2

作者信息

  • 1. 徐州工程学院数学与物理科学学院,江苏,徐州,221008
  • 2. 南京师范大学数学与计算机科学学院,江苏,南京,210097
  • 折叠

摘要

Abstract

In this paper, a new method for nonlinear least-squares problems is presented. The method uses the quasi-Newton update of the Gauss-Newton Hessian based on a conic model. A method with adaptive trust region strategy is constructed. The method needs to solve the trust region subproblem with a conic model, which can be transformed to the trust region subproblem with a quadratic model. So the algorithm is easily implemented. The new algorithm is analyzed and its global and local superlinear convergence results is established. Numerical tests are presented that confirm the efficiency of the new algorithm.

关键词

非线性最小二乘问题/信赖域方法/锥模型/自适应/总体收敛性/超线性收敛性

Key words

nonlinear least squares problems/trust region method/conic model/global convergence/superlinear convergence

分类

数理科学

引用本文复制引用

杨扬,孙文瑜..求解非线性最小二乘问题的自适应锥模型信赖域算法[J].南京师大学报(自然科学版),2007,30(1):13-21,9.

基金项目

Supported by the National Natural Science Foundation of China (10231060), the Special Research Found of Doctoral Program of Higher Education of China(20040319003), the Research Project of Xuzhou Institute of Technology(XKY200622). (10231060)

南京师大学报(自然科学版)

OA北大核心CSCDCSTPCD

1001-4616

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