A Derivative-Free Nonlinear Least Squares Solver

DOI10.1007/978-3-031-22990-9_1MaRDI QIDQ6090756

Igor E. Kaporin

Publication date: 17 November 2023

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

zbMATH Keywords

derivative-free optimizationnonlinear least squarespreconditioned subspace descentpseudorandom preconditioning

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56)

Cites Work

• Randomized preprocessing of homogeneous linear systems of equations
• Minimization of functions having Lipschitz continuous first partial derivatives
• Use of preconditioned Krylov subspaces in conjugate gradient-type methods for solving a nonlinear least squares problem
• Structure of the Hessian matrix and an economical implementation of Newton’s method in the problem of canonical approximation of tensors
• Hybrid Krylov Methods for Nonlinear Systems of Equations
• Testing Unconstrained Optimization Software
• Some Numerical Results Using a Sparse Matrix Updating Formula in Unconstrained Optimization
• Convergence Theory of Nonlinear Newton–Krylov Algorithms
• On a Class of Nonlinear Equation Solvers Based on the Residual Norm Reduction over a Sequence of Affine Subspaces
• A Local Convergence Theory for Combined Inexact-Newton/Finite-Difference Projection Methods
• An Adaptive Algebraic Multigrid Algorithm for Low-Rank Canonical Tensor Decomposition
• Minimization methods for approximating tensors and their comparison

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