A continuation method for solving separable nonlinear least squares problems (Q795473): Difference between revisions

The authors consider a separable nonlinear least squares problem \(\| F(b)a-y\| \to Min\) where F(b) is a matrix-valued map. They combine techniques of Golub/Pereyra and Ruhe/Wedin with the global (Newton) homotopy continuation method. An algorithm is sketched under the assumption that no turning points in the homotopy-paramater are encountered.