On the local convergence of a derivative-free algorithm for least-squares minimization

DOI10.1007/s10589-010-9367-xzbMath1268.90043OpenAlexW2160202583MaRDI QIDQ429479

Andrew R. Conn, Hongchao Zhang

Publication date: 19 June 2012

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-010-9367-x

zbMATH Keywords

system of nonlinear equationsleast-squareslocal convergencederivative-free optimizationLevenberg-Marquardt methodtrust regionasymptotic convergence

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56) Quadratic programming (90C20)

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Uses Software

• NEWUOA
• SifDec
• DFO
• WEDGE
• COBYLA2

Cites Work

• Test examples for nonlinear programming codes
• On trust region methods for unconstrained minimization without derivatives
• On the quadratic convergence of the Levenberg-Marquardt method without nonsingularity assumption
• Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
• Geometry of interpolation sets in derivative free optimization
• Self-adaptive inexact proximal point methods
• Convergence properties of a self-adaptive Levenberg-Marquardt algorithm under local error bound condition
• The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem
• A Derivative-Free Algorithm for Least-Squares Minimization
• Asymptotic Convergence Analysis of a New Class of Proximal Point Methods
• Developments of NEWUOA for minimization without derivatives
• Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation
• Introduction to Derivative-Free Optimization
• Trust Region Methods
• Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions
• Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points
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