Adaptive algorithm for constrained least-squares problems

DOI10.1023/A:1016043919978zbMath1026.90083OpenAlexW138263875MaRDI QIDQ1862189

Zhengfeng Li, Tania Prvan, Michael R. Osborne

Publication date: 10 March 2003

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1016043919978

zbMATH Keywords

constrained optimizationquasi-Newton methodnonlinear least squaresSQP methodsGauss-Newton approximation

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of successive quadratic programming type (90C55)

Related Items (5)

A regularization method for constrained nonlinear least squares ⋮ Superlinearly convergent exact penalty methods with projected structured secant updates for constrained nonlinear least squares ⋮ A Nonmonotone Matrix-Free Algorithm for Nonlinear Equality-Constrained Least-Squares Problems ⋮ Gauss-Newton methods with approximate projections for solving constrained nonlinear least squares problems ⋮ A two-step superlinearly convergent projected structured BFGS method for constrained nonlinear least squares

Cites Work

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• Local and Superlinear Convergence for Partially Known Quasi-Newton Methods
• An SQP Augmented Lagrangian BFGS Algorithm for Constrained Optimization
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• Constrained nonlinear least squares: an exact penalty approach with projected structured quasi-Newton updates
• Scoring with constraints

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