A Convergence Theory for the Structured BFGS Secant Method with an Application to Nonlinear Least Squares

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dc.contributor.authorDennis, J.E. Jr.en_US
dc.contributor.authorMartinez, H.J.en_US
dc.contributor.authorTapia, R.A.en_US
dc.date.accessioned2018-06-18T17:27:38Zen_US
dc.date.available2018-06-18T17:27:38Zen_US
dc.date.issued1987-05en_US
dc.date.noteMay 1987(revised July 1988)en_US
dc.description.abstractIn 1981, Dennis and Walker developed a convergence theory for structured secant methods which included the PSB and the DFP secant methods, but not the straightforward structured version of the BFGS secant method. Here we fill this gap in the theory by establishing a convergence theory for the structured BFGS secant method. A direct application of our new theory gives the first proof of local and q-superlinear convergence of the important structured BFGS secant method for the nonlinear least-squares problem which is used by Dennis, Gay and Welsh in the current version of the popular and successful NL2SOL code.en_US
dc.format.extent31 ppen_US
dc.identifier.citationDennis, J.E. Jr., Martinez, H.J. and Tapia, R.A.. "A Convergence Theory for the Structured BFGS Secant Method with an Application to Nonlinear Least Squares." (1987) <a href="https://hdl.handle.net/1911/101626">https://hdl.handle.net/1911/101626</a>.en_US
dc.identifier.digitalTR87-15en_US
dc.identifier.urihttps://hdl.handle.net/1911/101626en_US
dc.language.isoengen_US
dc.titleA Convergence Theory for the Structured BFGS Secant Method with an Application to Nonlinear Least Squaresen_US
dc.typeTechnical reporten_US
dc.type.dcmiTexten_US
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