On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds

نویسنده

  • Margherita Porcelli
چکیده

We introduce an inexact Gauss-Newton trust-region method for solving bound-constrained nonlinear least-squares problems where, at each iteration, a trust-region subproblem is approximately solved by the Conjugate Gradient method. Provided a suitable control on the accuracy to which we attempt to solve the subproblems, we prove that the method has global and asymptotic fast convergence properties.

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عنوان ژورنال:
  • Optimization Letters

دوره 7  شماره 

صفحات  -

تاریخ انتشار 2013