miun.sePublikationer
Ändra sökning
RefereraExporteraLänk till posten
Permanent länk

Direktlänk
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annat format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annat språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Algorithms for constrained and weighted nonlinear least squares.
Ansvarig organisation
1997 (Engelska)Ingår i: SIAM Journal on Optimization, ISSN 1052-6234, Vol. 7, nr 1, s. 208-224Artikel i tidskrift (Refereegranskat) Published
Abstract [en]

A hybrid algorithm consisting of a Gauss--Newton method and a second-order method for solving constrained and weighted nonlinear least squares problems is developed, analyzed, and tested. One of the advantages of the algorithm is that arbitrarily large weights can be handled and that the weights in the merit function do not get unnecessarily large when the iterates diverge from a saddle point. The local convergence properties for the Gauss--Newton method are thoroughly analyzed and simple ways of estimating and calculating the local convergence rate for the Gauss--Newton method are given. Under the assumption that the constrained and weighted linear least squares subproblems attained in the Gauss--Newton method are not too ill conditioned, global convergence towards a first-order KKT point is proved.

Ort, förlag, år, upplaga, sidor
1997. Vol. 7, nr 1, s. 208-224
Nyckelord [en]
nonlinear least squares, optimization, parameter estimation, weights
Nationell ämneskategori
Matematik
Identifikatorer
URN: urn:nbn:se:miun:diva-3806Lokalt ID: 4396OAI: oai:DiVA.org:miun-3806DiVA, id: diva2:28838
Tillgänglig från: 2008-09-30 Skapad: 2009-09-21Bibliografiskt granskad

Open Access i DiVA

Fulltext saknas i DiVA

Personposter BETA

Gulliksson, Mårten

Sök vidare i DiVA

Av författaren/redaktören
Gulliksson, Mårten
Matematik

Sök vidare utanför DiVA

GoogleGoogle Scholar

urn-nbn

Altmetricpoäng

urn-nbn
Totalt: 44 träffar
RefereraExporteraLänk till posten
Permanent länk

Direktlänk
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annat format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annat språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf