Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems

Abstract

In this paper, we propose a regularized factorized quasi-Newton method with a new Armijo-type line search and prove its global convergence for nonlinear least squares problems. This convergence result is extended to the regularized BFGS and DFP methods for solving strictly convex minimization problems. Some numerical results are presented to show efficiency of the proposed method. © 2010 SBMAC.