New algorithm for constrained nonlinear least-squares problems. Part I

Technical Report · Fri Jul 01 04:00:00 EDT 1983

OSTI ID:5935436

Hanson, R J; Krogh, F T

A new Gauss-Newton algorithm is presented for solving nonlinear least squares problems. The problem statement may include simple bounds or more general constraints on the unknowns. The algorithm uses a trust region that allows the objective function to increase with logic for retreating to best values. The computations for the linear problem are done using a least squares system solver that allows for simple bounds and linear constraints. The trust region limits are defined by a box around the current point. In its current form the algorithm is effective only for problems with small residuals, linear constraints and dense Jacobian matrices. Results on a set of test problems are encouraging.

• Research Organization: Sandia National Labs., Albuquerque, NM (USA); Jet Propulsion Lab., Pasadena, CA (USA)
• DOE Contract Number: AC04-76DP00789
• OSTI ID: 5935436
• Report Number(s): SAND-83-0936; ON: DE83016773
• Country of Publication: United States
• Language: English

Related Subjects

658000* -- Mathematical Physics-- (-1987)
71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
ALGORITHMS
ITERATIVE METHODS
LEAST SQUARE FIT
MATHEMATICAL LOGIC
MATRICES
MAXIMUM-LIKELIHOOD FIT
NEWTON METHOD
NONLINEAR PROBLEMS
NUMERICAL SOLUTION