An augmented Lagrangian algorithm for constrained nonlinear least-squares

DOI10.48550/arXiv.2607.11239MaRDI QIDQ7283979arXivFDO

Authors Fabian Bastin, Stéphane Dellacherie, Pierre Borie

Publication date 13 July 2026

Published in arXiv

Tldr We introduce an algorithm for nonlinear least-squares problems with mixed constraints, combining Augmented Lagrangian reformulation of nonlinear constraints with gradient projection for linear constraints, achieving structured approximation of the Hessian, and demonstrating global convergence in numerical experiments.

Full work available at URL https://doi.org/10.48550/arXiv.2607.11239

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

arXiv classification

math.NAmath.OC

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