Article View: sci.math.num-analysis
Article #172Nonlinear Least Squares
From: Chris Paredis
Date: Sun, 02 Aug 1992 22:27
Date: Sun, 02 Aug 1992 22:27
28 lines
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1510 bytes
I'm looking for an algorithm that can solve underdetermined nonlinear least
square problems:
T
Min (R .R) where R is a nonlinear vector function of X
mx1 nx1
and m<n.
The Gauss-Newton algorithm converges quadratically for zero residual
problems (ZRP) but converges very slowly for large residual problems.
The LRP can be solved faster using BFGS for instance.
Now, I need a routine that can solve both ZRP and LRP with at least
superlinear convergence.
Fletcher and Xu, have proposed a hybrid algorithm (combination of GN and
BFGS) for overdetermined problems (m>n), but this cannot by easily adapted
for underdetermined problems (the Hessian appoximation J'*J will always be
singular)
Any hints ??
** Chris **
Chris J.J. Paredis Email: Paredis@cmu.edu
Electrical and Computer Engineering phone: (412)-268-7121
The Robotics Institute Carnegie - Mellon University
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Path: arc1-ca.pugleaf.net!sparky!uunet!cs.utexas.edu!uwm.edu!ogicse!das-news.harvard.edu!cantaloupe.srv.cs.cmu.edu!crabapple.srv.cs.cmu.edu!cjp From: cjp+@IUS4.IUS.CS.CMU.EDU (Chris Paredis) Newsgroups: sci.math.num-analysis Subject: Nonlinear Least Squares Message-ID: <1992Aug02.222719.253771@cs.cmu.edu> Date: 2 Aug 92 22:27:19 GMT Article-I.D.: cs.1992Aug02.222719.253771 Organization: School of Computer Science, Carnegie Mellon Lines: 28 Nntp-Posting-Host: ius4.ius.cs.cmu.edu Originator: cjp@IUS4.IUS.CS.CMU.EDU