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Hybrid Methods for Nonlinear Least Squares Problems
- 1.0504615 - ÚI 2020 CZ eng V - Research Report
Lukšan, Ladislav - Matonoha, Ctirad - Vlček, Jan
Hybrid Methods for Nonlinear Least Squares Problems.
Prague: ICS CAS, 2019. 50 s. Technical Report, V-1246.
Institutional support: RVO:67985807
Keywords : numerical optimization * nonlinear least squares * trust region methods * hybrid methods * sparse problems * partially separable problems * numerical experiments
OECD category: Applied mathematics
This contribution contains a description and analysis of effective methods for minimization of the nonlinear least squares function F(x) = (1=2)fT (x)f(x), where x ∈ Rn and f ∈ Rm, together with extensive computational tests and comparisons of the introduced methods. All hybrid methods are described in detail and their global convergence is proved in a unified way. Some proofs concerning trust region methods, which are difficult to find in the literature, are also added. In particular, the report contains an analysis of a new simple hybrid method with Jacobian corrections (Section 8) and an investigation of the simple hybrid method for sparse least squares problems proposed previously in [33] (Section 14).
Permanent Link: http://hdl.handle.net/11104/0296201
File Download Size Commentary Version Access 0504615-av1.pdf 33 352.7 KB Verze 05/2019 Other open-access
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