Journal of the Operations Research Society of Japan
Online ISSN : 2188-8299
Print ISSN : 0453-4514
ISSN-L : 0453-4514
A BOUNDED DETERIORATION PROPERTY OF A SYMMETRIC POSITIVE DEFINITE CLASS OF NEWTON-LIKE METHODS AND ITS APPLICATION
Hiroshi YabeNaokazu Yamaki
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1999 Volume 42 Issue 4 Pages 373-388

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Abstract
This paper is concerned with Newton-like methods for solving unconstrained minimization problems. We derive a general form and its factorized form of a symmetric positive definite matrix that satisfies the secant condition in order to approximate the Hessian matrix of the objective function. We obtain the bounded deterioration property for such a general form, which is an extention of the bounded deterioration property for secant methods. Applying the general form to the secant method, we obtain a new family that includes the Broyden family, and we show local and q-superlinear convergence of our method. Furthermore, we propose applying the general form to nonlinear least squares problems to obtain a modification of the Gauss-Newton method.
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© 1999 The Operations Research Society of Japan
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