scientific article; zbMATH DE number 1087968
The authors consider the parameter optimization problem \[ F(x)= \int^{t_1}_{t_0} f_A(y(x, t),t)dt+ f_T(y(x, t_1))\to \min,\;{dy(x,t)\over dt}= f_s(x, y(x,t),t),\;y(x, t_0)= f_1(x), \] where \(x\in\mathbb{R}^n\) is a parameter vector. First, general procedures for the evaluation of gradients and Hessian matrices are given. Furthermore, a new efficient Gauss-Newton-like approximation of the Hessian matrix is derived for the special case when the objective function is an integral of squares. This approximation is used for deriving a Gauss-Newton-like trust region method. Some computational experiments are given.
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