The incremental Gauss-Newton algorithm with adaptive stepsize rule

DOI10.1023/A:1025703629626MaRDI QIDQ1415481zbMATH OpenOpenAlexFDO

Authors Hiroyuki Moriyama, Nobuo Yamashita, Masao Fukushima

Publication date 4 December 2003

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

Full work available at URL https://doi.org/10.1023/a:1025703629626

zbMATH Keywords

extended Kalman filterneural networkincremental algorithmadaptive stepsize

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cited in

(9)

• Convergence acceleration of ensemble Kalman inversion in nonlinear settings
• Incremental subgradient algorithms with dynamic step sizes for separable convex optimizations
• A globally convergent incremental Newton method
• Incremental Least Squares Methods and the Extended Kalman Filter
• MASAGE: model-agnostic sequential and adaptive game estimation
• A recursive algorithm for nonlinear least-squares problems
• On the Convergence Rate of Incremental Aggregated Gradient Algorithms
• Convergence rate of incremental gradient and incremental Newton methods
• Estimation of Lévy processes via stochastic programming and Kalman filtering

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