Speaker: Nezam Mahdavi-Amiri, Faculty of Mathematical Sciences Sharif University of Technology Tehran, Iran
Title: A Robust and Efficient Combined Trust Region-line Search Exact Penalty Projected Structured Approach for Constrained Nonlinear Least Squares Problems
We describe a combined trust region-line search projected structured algorithm for solving constrained nonlinear least-squares problems. The approach is based on an adaptive projected structured scheme due to Mahdavi-Amiri and Bartels based on an exact penalty method and has been shown to have a local two-step superlinear rate of convergence. For robustness, a new penalty parameter updating strategy and a specific line search technique within the trust region are employed. Technical details of our implementation are discussed and the program is tested on known test problems (small and large residuals) and some randomly generated ones. A comparison of our obtained results with the ones obtained by a number of well-known general nonlinear programming methods, while showing competitiveness of the algorithm, confirms the practical significance of the adaptive penalty updating scheme, combined trust regionline search strategy, and the special structured consideration for the approximate projected least squares Hessian.