NUMERICAL COMPARISON AMONG STRUCTURED QUASI-NEWTON METHODS FOR NONLINEAR LEAST SQUARES PROBLEMS

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Quasi-newton Methods for Nonlinear Least Squares Focusing on Curvatures

Most existing quasi-Newton methods for nonlinear least squares problems incorporate both linear and nonlinear information in the secant update. These methods exhibit good theoretical properties, but are not especially accurate in practice. The objective of this paper is to propose quasi-Newton methods that only update the nonlinearities. We show two advantages of such updates. First, fast conve...

متن کامل

Approximate Gauss-Newton Methods for Nonlinear Least Squares Problems

The Gauss–Newton algorithm is an iterative method regularly used for solving nonlinear least squares problems. It is particularly well suited to the treatment of very large scale variational data assimilation problems that arise in atmosphere and ocean forecasting. The procedure consists of a sequence of linear least squares approximations to the nonlinear problem, each of which is solved by an...

متن کامل

Stochastic Newton and Quasi-Newton Methods for Large Linear Least-squares Problems

We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer memory or data are collected in real-time). In our proposed framework, stochasticity is introduced in two different frameworks as a means to overcome these compu...

متن کامل

Numerical methods for generalized least squares problems

Usually generalized least squares problems are solved by transforming them into regular least squares problems which can then be solved by well-known numerical methods. However, this approach is not very effective in some cases and, besides, is very expensive for large scale problems. In 1979, Paige suggested another approach which consists of solving an equivalent equality-constrained least sq...

متن کامل

Newton-Krylov Type Algorithm for Solving Nonlinear Least Squares Problems

The minimization of a quadratic function within an ellipsoidal trust region is an important subproblem for many nonlinear programming algorithms. When the number of variables is large, one of the most widely used strategies is to project the original problem into a small dimensional subspace. In this paper, we introduce an algorithm for solving nonlinear least squares problems. This algorithm i...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of the Operations Research Society of Japan

سال: 1991

ISSN: 0453-4514,2188-8299

DOI: 10.15807/jorsj.34.287