Nonlinear least squares via automatic derivative evaluation

DOI10.1016/0096-3003(83)90003-6MaRDI QIDQ789873zbMATH OpenOpenAlexFDO

Authors Nima Rasakhoo, Asher Tishler, R. E. Kalaba

Publication date 1983

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(83)90003-6

zbMATH Keywords

partial derivativesNewton-Raphson methodnonlinear least squares problemFortran programtable method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical differentiation (65D25) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

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Cites work

• scientific article; zbMATH DE number 3562346 (Why is no real title available?)
• A finite algorithm for the exact evaluation of higher order partial derivatives of functions of many variables
• A simple automatic derivative evaluation program
• Wengert's numerical method for partial derivatives, orbit determination and quasilinearization

Cited in

(17)

• Combining Automatic Differentiation Methods for High-Dimensional Nonlinear Models
• Numerical experiments using Sukhanov's initial-value method for nonlinear two-point boundary value problems—IV
• scientific article; zbMATH DE number 140037 (Why is no real title available?)
• Numerical experiments using Sukhanov's initial- value method for nonlinear two-point boundary value problems—III
• A Derivative-Free Nonlinear Least Squares Solver
• An ADA library for automatic evaluation of derivatives
• scientific article; zbMATH DE number 140017 (Why is no real title available?)
• Automatic differentiation in MATLAB
• Automatic solution of optimal-control problems. I. Simplest problem in the calculus of variations
• Numerical derivatives and nonlinear analysis
• Least squares auto-tuning
• Numerical experiments using Sukhanov's initial-value method for nonlinear two-point boundary value problems
• Numerical experiments using Sukhanov's initial-value method for nonlinear two-point boundary-value problems. II
• A computer program to minimize a function with many variables using computer evaluated exact higher-order derivatives
• Generalized Newton algorithm to minimize a function with many variables using computer-evaluated exact higher-order derivatives
• Automatic differentiation: Reduced gradient and reduced Hessian matrix
• A generalized Newton algorithm using higher-order derivatives

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