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Hybrid Methods for Nonlinear Least Squares Problems
Lukšan, Ladislav ; Matonoha, Ctirad ; Vlček, Jan
This contribution contains a description and analysis of effective methods for minimization of the nonlinear least squares function F(x) = (1=2)fT (x)f(x), where x ∈ Rn and f ∈ Rm, together with extensive computational tests and comparisons of the introduced methods. All hybrid methods are described in detail and their global convergence is proved in a unified way. Some proofs concerning trust region methods, which are difficult to find in the literature, are also added. In particular, the report contains an analysis of a new simple hybrid method with Jacobian corrections (Section 8) and an investigation of the simple hybrid method for sparse least squares problems proposed previously in [33] (Section 14).
Fulltext: content.csg -  PDF
Plný tet: 0504615-av1 - PDF
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