Tensor Methods for Large, Sparse Nonlinear Least Squares Problems

This paper introduces tensor methods for solving large, sparse nonlinear least squares problems where the Jacobian either is analytically available or is computed by nite diier-ence approximations. Tensor methods have been shown to have very good computational performance for small to medium-sized, dense nonlinear least squares problems. In this paper we consider the application of tensor methods to large, sparse nonlinear least squares problems. This involves an entirely new way of solving the tensor model that is eecient for sparse problems. A number of interesting linear algebraic implementation issues are addressed. The test results of the tensor method applied to a set of sparse nonlinear least squares problems compared with those of the standard Gauss-Newton method reveal that the tensor method is signiicantly more robust and eecient than the standard Gauss-Newton method.