A globally convergent method for nonlinear least-squares problems based on the Gauss-Newton model with spectral correction
Journal Title: Bulletin of Computational Applied Mathematics (Bull CompAMa) - Year 2016, Vol 4, Issue 2
Abstract
This work addresses a spectral correction for the Gauss-Newton model in the solution of nonlinear least-squares problems within a globally convergent algorithmic framework. The nonmonotone line search of Zhang and Hager is the chosen globalization tool. We show that the search directions obtained from the corrected Gauss-Newton model satisfy the conditions that ensure the global convergence under such a line search scheme. A numerical study assesses the impact of using the spectral correction for solving two sets of test problems from the literature.
Authors and Affiliations
Douglas S. Gonçalves, Sandra A. Santos
Keywords
Related Articles
- EP ID EP240472
- DOI -
- Views 108
- Downloads 0
Evaluation of the Von Rosenberg's method for the convection-diffusion equation
An explicit numerical scheme developed by Von Rosenberg for the convection-diffusion equation in one spatial dimension is reviewed and analyzed. The convergence of this scheme is outlined and a comparative study was esta...
Linear programming model for solution of matrix game with payoffs trapezoidal intuitionistic fuzzy number
In this work, we considered two-person zero-sum games with fuzzy payoffs and matrix games with payoffs of trapezoidal intuitionistic fuzzy numbers (TrIFNs). The concepts of TrIFNs and their arithmetic operations were use...
Global improvements of a protein alignment algorithm and comparison with a global optimization solver
The LovoAlign method for Protein Alignment, based on the Low-Order Value Optimization theory, is recalled. The method is modified in order to improve global convergence properties and compared against other global minimi...
Hole-filling techniques by using minimal energy surfaces
In the last few years, several techniques to fill holes of a given surface by means of minimal energy surfaces have been proposed. In all cases, the filling patches are obtained by minimizing an `energy functional' defin...
Some Convergence Strategies for the Alternating Generalized Projection Method
In this paper we extend the application of the alternating projection algorithm to solve the problem of finding a point in the intersection of $n$ sets ($n\geq2$), which are not all of them convex sets. Here we term such...