An augmented Lagrangian algorithm for constrained nonlinear least-squares (Q7283979)
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| English | An augmented Lagrangian algorithm for constrained nonlinear least-squares |
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An augmented Lagrangian algorithm for constrained nonlinear least-squares (English)
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13 July 2026
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math.OC
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math.NA
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Pierre Borie
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Fabian Bastin
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Stéphane Dellacherie
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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.
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Augmented Lagrangian
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Nonlinear Least-Squares
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Constrained Optimization
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