Article ID: | iaor20012004 |
Country: | Singapore |
Volume: | 17 |
Issue: | 1 |
Start Page Number: | 55 |
End Page Number: | 80 |
Publication Date: | May 2000 |
Journal: | Asia-Pacific Journal of Operational Research |
Authors: | Yabe Hiroshi, Ogasawara Hideho |
Keywords: | gradient methods, programming: nonlinear |
This paper considers factorized structured quasi-Newton methods for solving nonlinear optimization problems. These methods were first suggested by Yabe and Takahashi to generate descent search directions for the objective function of the nonlinear least squares problem, and in particular, factorized BFGS-like and DFP-like updates were proposed. Subsequently, Yabe and Takahashi proved local and