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Adaptive algorithm for constrained least-squares problems

Li, Zheng Feng; Osborne, Michael; Prvan, Tania

Description

This paper is concerned with the implementation and testing of an algorithm for solving constrained least-squares problems. The algorithm is an adaptation to the least-squares case of sequential quadratic programming (SQP) trust-region methods for solving general constrained optimization problems. At each iteration, our local quadratic subproblem includes the use of the Gauss-Newton approximation but also encompasses a structured secant approximation along with tests of when to use this...[Show more]

CollectionsANU Research Publications
Date published: 2002
Type: Journal article
URI: http://hdl.handle.net/1885/72762
Source: Journal of Optimization Theory and Applications
DOI: 10.1023/A:1016043919978

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