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An Adaptive Nonlinear Least-Squares Algorithm
Open accessAbstract
Least-SquaresNL2SOL is a modular program for solving nonhnear least-squares problems that incorporates a number of novel features.It maintains a secant approximation S to the second-order part of the leastsquares Hessian and adaptively decides when to use this approximation.S is "sized" before updating, something that is similar to Oren-Luenberger scaling.The step choice algorithm is based on minimizing a local quadratic model of the sum of squares ftmctmn constrained to an elhptmal trust regmn centered at the current approximate minimizer This is accomphshed using ideas chscussed by Mor6, together with a special module for assessing the quahty of the step thus computed.These and other ideas behind NL2SOL are discussed, and its evolution and current implementation are also described briefly.
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Cited by
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Lourakis, M. I. A., & Argyros, A. A. (2009) · ACM Transactions on Mathematical Software · doi:10.1145/1486525.1486527 · Cited by 788
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Metadata
- Authors
- Dennis, J. E., Gay, D. M., & Walsh, R. E.
- Venue
- ACM Transactions on Mathematical Software
- Published
- 1981-09
- Volume
- 7
- Issue
- 3
- Pages
- 348-368
- ISSN
- 0098-3500 (ISSN-L)
- 1557-7295
- OpenAlex
- W2046915036
- Cited by
- 930
- References
- 0
- FWCI
- 17.23
- Type
- journal article
- Language
- en
- Open access
- bronze
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