Super linear Projected Structured Exact Penalty Secant Methods for Constrained Nonlinear Least Squares
نویسندگان
چکیده
We present an exact penalty approach for solving constrained nonlinear least squares problems, using a new projected structured Hessian approximation scheme. We establish general conditions for the local two-step Q-superlinear convergence of our given algorithm. The approach is general enough to include the projected version of the structured PSB, DFP and BFGS formulas as special cases. The numerical results obtained by testing an implementation of our algorithm, as compared to existing competitive algorithms for nonlinear programs, confirm the efficiency and robustness of the proposed algorithm.
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