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https://hdl.handle.net/1822/5415
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Campo DC | Valor | Idioma |
---|---|---|
dc.contributor.author | Costa, M. Fernanda P. | - |
dc.contributor.author | Fernandes, Edite Manuela da G. P. | - |
dc.date.accessioned | 2006-08-18T10:04:59Z | - |
dc.date.available | 2006-08-18T10:04:59Z | - |
dc.date.issued | 2005 | - |
dc.identifier.citation | "Sociedad de estadística e investigación operativa". 13:1 (2005) 145-166. | eng |
dc.identifier.uri | https://hdl.handle.net/1822/5415 | - |
dc.description.abstract | This paper extends prior work by the authors on solving nonlinear least squares unconstrained problems using a factorized quasi-Newton technique. With this aim we use a primal-dual interior-point algorithm for nonconvex nonlinear program- ming. The factorized quasi-Newton technique is now applied to the Hessian of the Lagrangian function for the transformed problem which is based on a logarithmic barrier formulation. We emphasize the importance of establishing and maintain- ing symmetric quasi-definiteness of the reduced KKT system. The algorithm then tries to choose a step size that reduces a merit function, and to select a penalty parameter that ensures descent directions along the iterative process. Computa- tional results are included for a variety of least squares constrained problems and preliminary numerical testing indicates that the algorithm is robust and efficient in practice. | eng |
dc.language.iso | eng | eng |
dc.publisher | Sociedad Española de Estadística e Investigación Operativa | eng |
dc.rights | openAccess | eng |
dc.subject | Least squares | eng |
dc.subject | Factorized quasi-newton methods | eng |
dc.subject | Primal-dual interior-point method | eng |
dc.title | A primal-dual interior-point algorithm for nonlinear least squares constrained problems | eng |
dc.type | article | eng |
dc.peerreviewed | yes | eng |
Aparece nas coleções: | CMAT - Artigos em revistas com arbitragem / Papers in peer review journals LES/ALG - Artigos em revistas científicas internacionais com arbitragem |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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TOP0122M.pdf | 278,77 kB | Adobe PDF | Ver/Abrir |