Alternative structured spectral gradient algorithms for solving nonlinear least-squares problems

Heliyon. 2021 Jul 7;7(7):e07499. doi: 10.1016/j.heliyon.2021.e07499. eCollection 2021 Jul.

Abstract

The study of efficient iterative algorithms for addressing nonlinear least-squares (NLS) problems is of great importance. The NLS problems, which belong to a special class of unconstrained optimization problems, are of particular interest because of the special structure of their gradients and Hessians. In this paper, based on the spectral parameters of Barzillai and Borwein (1998), we propose three structured spectral gradient algorithms for solving NLS problems. Each spectral parameter in the respective algorithms incorporates the structured gradient and the information gained from the structured Hessian approximation. Moreover, we develop a safeguarding technique for the first two structured spectral parameters to avoid negative curvature directions. Moreso, using a nonmonotone line-search strategy, we show that the proposed algorithms are globally convergent under some standard conditions. The comparative computational results on some standard test problems show that the proposed algorithms are efficient.

Keywords: Iterative algorithm; Line–search; Nonlinear least squares; Quasi–Newton algorithm; Spectral gradient algorithm.