Thread View: sci.math.num-analysis
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Started by Chris Paredis
Sun, 02 Aug 1992 22:27
Nonlinear Least Squares
Author: Chris Paredis
Date: Sun, 02 Aug 1992 22:27
Date: Sun, 02 Aug 1992 22:27
28 lines
1510 bytes
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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