A Derivative-Free Algorithm for Least-Squares Minimization
From MaRDI portal
Publication:3083343
DOI10.1137/09075531XzbMath1213.65091OpenAlexW2038872570MaRDI QIDQ3083343
Hongchao Zhang, Andrew R. Conn, Katya Scheinberg
Publication date: 21 March 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/09075531x
global convergencesystem of nonlinear equationsleast-squaresderivative-free optimizationLevenberg-Marquardt methodtrust region
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items
A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity, On the numerical performance of finite-difference-based methods for derivative-free optimization, A class of derivative-free trust-region methods with interior backtracking technique for nonlinear optimization problems subject to linear inequality constraints, Model-Based Derivative-Free Methods for Convex-Constrained Optimization, A linear-time algorithm for trust region problems, Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations, On the Barzilai–Borwein gradient methods with structured secant equation for nonlinear least squares problems, Local analysis of a spectral correction for the Gauss-Newton model applied to quadratic residual problems, A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results, Scalable subspace methods for derivative-free nonlinear least-squares optimization, A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants, Convergence and evaluation-complexity analysis of a regularized tensor-Newton method for solving nonlinear least-squares problems, Structured adaptive spectral-based algorithms for nonlinear least squares problems with robotic arm modelling applications, An efficient spectral trust-region deflation method for multiple solutions, On the local convergence of a derivative-free algorithm for least-squares minimization, A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares, A derivative-free trust region algorithm with nonmonotone filter technique for bound constrained optimization, Unnamed Item, On convergence analysis of a derivative-free trust region algorithm for constrained optimization with separable structure, An affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming, An inexact derivative-free Levenberg-Marquardt method for linear inequality constrained nonlinear systems under local error bound conditions, Sublinear-Time Quadratic Minimization via Spectral Decomposition of Matrices, Conjugate gradient path method without line search technique for derivative-free unconstrained optimization, DEFT-FUNNEL: an open-source global optimization solver for constrained grey-box and black-box problems, A surrogate management framework using rigorous trust-region steps, A derivative-free method for solving box-constrained underdetermined nonlinear systems of equations, A brief survey of methods for solving nonlinear least-squares problems, Inexact derivative-free optimization for bilevel learning, Improving the Flexibility and Robustness of Model-based Derivative-free Optimization Solvers, A derivative-free Gauss-Newton method, Derivative-Free Feasible Backtracking Search Methods for Nonlinear Multiobjective Optimization with Simple Boundary Constraint, A derivative-free algorithm for spherically constrained optimization, Derivative-free optimization methods, Parameter Estimation and Variable Selection for Big Systems of Linear Ordinary Differential Equations: A Matrix-Based Approach, Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem, Combined gradient methods for multiobjective optimization, A Linear-Time Algorithm for Generalized Trust Region Subproblems, A derivative-free trust-funnel method for equality-constrained nonlinear optimization, Recent advances in trust region algorithms, An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints, Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem, A wedge trust region method with self-correcting geometry for derivative-free optimization, Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients, An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints
Uses Software
