A new code for solving the unconstrained least squares problem is given, in which a Quasi-NEWTON approximation to the second order term of the Hessian is added to the first order term of the Gauss-Newton method and a lineseareh based upon a quartic model is used. The new algorithm is shown numerically to be more efficient on large residual problems than the Gauss-Newton method and a general purpose minimization algorithm based upon BFGS formula. The listing and the user’s guide of the code is also given.
(1987). An Efficient Code for the Minimization of Highly Nonlinear and Large Residual Least Squares Functions [journal article - articolo]. In OPTIMIZATION. Retrieved from http://hdl.handle.net/10446/138867
An Efficient Code for the Minimization of Highly Nonlinear and Large Residual Least Squares Functions
Vespucci, Maria Teresa
1987-01-01
Abstract
A new code for solving the unconstrained least squares problem is given, in which a Quasi-NEWTON approximation to the second order term of the Hessian is added to the first order term of the Gauss-Newton method and a lineseareh based upon a quartic model is used. The new algorithm is shown numerically to be more efficient on large residual problems than the Gauss-Newton method and a general purpose minimization algorithm based upon BFGS formula. The listing and the user’s guide of the code is also given.Pubblicazioni consigliate
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