A globally convergent method for nonlinear least-squares problems based on the Gauss-Newton model with spectral correction (Q1653953)
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English | A globally convergent method for nonlinear least-squares problems based on the Gauss-Newton model with spectral correction |
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A globally convergent method for nonlinear least-squares problems based on the Gauss-Newton model with spectral correction (English)
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7 August 2018
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Summary: This work addresses a spectral correction for the Gauss-Newton model in the solution of nonlinear least-squares problems within a globally convergent algorithmic framework. The nonmonotone line search of Zhang and Hager is the chosen globalization tool. We show that the search directions obtained from the corrected Gauss-Newton model satisfy the conditions that ensure the global convergence under such a line search scheme. A numerical study assesses the impact of using the spectral correction for solving two sets of test problems from the literature.
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nonlinear least squares
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spectral parameter
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Gauss-Newton method
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global convergence
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numerical tests
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