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

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

0.00 Avg rating0 Votes
Article ID: iaor20132051
Volume: 7
Issue: 3
Start Page Number: 447
End Page Number: 465
Publication Date: Mar 2013
Journal: Optimization Letters
Authors:
Keywords: programming: nonlinear
Abstract:

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. Some numerical illustration is also presented.

Reviews

Required fields are marked *. Your email address will not be published.