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Quasi-Newton methods for nonlinear least squares focusing on curvatures
Umeå University, Faculty of Science and Technology, Departement of Computing Science.
1999 (English)In: Bit, Vol. 39, no 2, 228-254 p.Article in journal (Refereed) Published
Abstract [en]

A new quasi-New ton method for nonlinear least squares problems is proposed. Tno advantages of the method are accomplished by utilizing special geometrical properties in the problem class. First, fast convergence is established fur a well-conditioned problems by interpolating both the current and the previous step, in each iteration. Second, high accuracy is achieved for certain difficult problems, sue-h as ill-conditioned problems and problems a;with large curvatures in the tangent sl,space. Numerical results for artificial problems and standard test problems are presented and discussed. AMS subject classification: 65F20.

Place, publisher, year, edition, pages
1999. Vol. 39, no 2, 228-254 p.
Identifiers
URN: urn:nbn:se:umu:diva-21926ISBN: 0006-3835 OAI: oai:DiVA.org:umu-21926DiVA: diva2:212181
Available from: 2009-04-21 Created: 2009-04-21 Last updated: 2009-04-21

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