Computational behavior of Gauss-Newton methods

Technical Report · Sat Aug 01 04:00:00 EDT 1987

OSTI ID:6196660

Fraley, C

This paper is concerned with the numerical behavior of Gauss-Newton methods for nonlinear least-squares problems. Here we assume that the defining feature of a Gauss-Newton method is that the direction from one iterate to the next is the numerical solution of a particular linear least-squares problem, with a steplength subsequently determined by a linesearch procedure. It is well known that Gauss-Newton methods cannot be successfully applied to nonlinear least-squares problems as a class without modification. Our purpose is to give specific examples illustrating some of the difficulties that arise in practice which we believe have not been fully described in the literature.

• Research Organization: Stanford Univ., CA (USA). Systems Optimization Lab.
• DOE Contract Number: FG03-87ER25030
• OSTI ID: 6196660
• Report Number(s): SOL-87-10; ON: DE87014486
• Country of Publication: United States
• Language: English

Related Subjects

99 GENERAL AND MISCELLANEOUS
990220 -- Computers
Computerized Models
& Computer Programs-- (1987-1989)
990230* -- Mathematics & Mathematical Models-- (1987-1989)
ALGORITHMS
COMPUTER CALCULATIONS
ITERATIVE METHODS
LEAST SQUARE FIT
MATHEMATICAL LOGIC
MATHEMATICAL MODELS
MAXIMUM-LIKELIHOOD FIT
NEWTON METHOD
NONLINEAR PROBLEMS
NUMERICAL SOLUTION
PERFORMANCE