miun.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Algorithms for constrained and weighted nonlinear least squares.
Responsible organisation
1997 (English)In: SIAM Journal on Optimization, ISSN 1052-6234, Vol. 7, no 1, 208-224 p.Article in journal (Refereed) 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.

Place, publisher, year, edition, pages
1997. Vol. 7, no 1, 208-224 p.
Keyword [en]
nonlinear least squares, optimization, parameter estimation, weights
National Category
Mathematics
Identifiers
URN: urn:nbn:se:miun:diva-3806Local ID: 4396OAI: oai:DiVA.org:miun-3806DiVA: diva2:28838
Available from: 2008-09-30 Created: 2009-09-21Bibliographically approved

Open Access in DiVA

No full text

Search in DiVA

By author/editor
Gulliksson, Mårten
Mathematics

Search outside of DiVA

GoogleGoogle Scholar

Total: 30 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf