We introduce an inexact Gauss–Newton trust-region method for solving bound-constrained nonlinear least-squares problems where, at each iteration, a trust-region subproblem is approximately solved by the Conjugate Gradient method. Provided a suitable control on the accuracy to which we attempt to solve the subproblems, we prove that the method has global and asymptotic fast convergence properties. Some numerical illustration is also presented.
Margherita Porcelli (2013). On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds. OPTIMIZATION LETTERS, 7, 447-465 [10.1007/s11590-011-0430-z].
On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds
PORCELLI, MARGHERITA
2013
Abstract
We introduce an inexact Gauss–Newton trust-region method for solving bound-constrained nonlinear least-squares problems where, at each iteration, a trust-region subproblem is approximately solved by the Conjugate Gradient method. Provided a suitable control on the accuracy to which we attempt to solve the subproblems, we prove that the method has global and asymptotic fast convergence properties. Some numerical illustration is also presented.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
