Variational Methods for Non-Linear Least-Squares

DOI10.2307/2582880zbMATH Open0578.65064OpenAlexW4235551494MaRDI QIDQ3700720FDOQ3700720

Authors: Roger Fletcher, Mehiddin Al-Baali 

Publication date: 1985

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2582880

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zbMATH Keywords

line searchnonlinear least squaresnumerical teststest problemsnumerical implementationGauss-Newton-methodBFGS-methodDFP- formulaquasi-Newton-methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cited In (47)

• On simulation and optimization of macroeconometric models
• Numerical experiments with variations of the Gauss-Newton algorithm for nonlinear least squares
• Nonlinear least squares and Sobolev gradients
• Hybrid methods for large sparse nonlinear least squares
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• Hierarchical gradient methods for nonlinear LSQ problems
• An adaptive trust region algorithm for large-residual nonsmooth least squares problems
• Computational experience with known variable metric updates
• Hybrid Methods for Nonlinear Least Squares
• Hybrid method for nonlinear least-square problems without calculating derivatives
• Nonlinear conjugate gradient methods with structured secant condition for nonlinear least squares problems
• Title not available (Why is that?)
• An efficient line search for nonlinear least squares
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• Convergence theory for the structured BFGS secant method with an application to nonlinear least squares
• A new structured spectral conjugate gradient method for nonlinear least squares problems
• Title not available (Why is that?)
• Variants of Non-Negative Least-Mean-Square Algorithm and Convergence Analysis
• Variational approximation for heteroscedastic linear models and matching pursuit algorithms
• Global convergence of Gauss-Newton-MBFGS method for solving the nonlinear least squares problem
• Superlinearly convergent exact penalty methods with projected structured secant updates for constrained nonlinear least squares
• Stable factorized quasi-Newton methods for nonlinear least-squares problems
• Title not available (Why is that?)
• Variationally derived scaling and variable metric updates from the preconvex part of the Broyden family
• A review of the parameter estimation problem of fitting positive exponential sums to empirical data
• Variational quasi-Newton methods for unconstrained optimization
• A hybrid method for nonlinear least squares that uses quasi-Newton updates applied to an approximation of the Jacobian matrix.
• Augmented penalty algorithms based on BFGS secant approximations and trust regions
• A modified quasi-Newton method for structured optimization with partial information on the Hessian
• Title not available (Why is that?)
• A new structured quasi-Newton algorithm using partial information on Hessian
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• A brief survey of methods for solving nonlinear least-squares problems
• Scaled nonlinear conjugate gradient methods for nonlinear least squares problems
• Structured two-point stepsize gradient methods for nonlinear least squares
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• Variable metric methods for unconstrained optimization and nonlinear least squares
• A flow perspective on nonlinear least-squares problems
• Stability analysis of the method of seminormal equations for linear least squares problems
• New basic Hessian approximations for large-scale nonlinear least-squares optimization
• A new extended matrix logarithm formulation for the simulation of viscoelastic fluids by spectral elements
• Least squares methods in maximum likelihood problems
• A hybrid method for nonlinear least squares problems
• Title not available (Why is that?)
• A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares
• Robust nonlinear least squares estimation using the Chow-Yorke homotopy method

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