Hybrid methods for large sparse nonlinear least squares

被引:19
|
作者
Luksan, L
机构
[1] Institute of Computer Science, Acad. of Sci. of the Czech Republic, Prague
关键词
unconstrained optimization; nonlinear least squares; line search methods; trust region methods; Gauss-Newton method; hybrid methods; sparse problems; matrix iterative methods; matrix direct methods; computational experiments;
D O I
10.1007/BF02275350
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Hybrid methods are developed for improving the Gauss-Newton method in the case of large residual or ill-conditioned nonlinear least-square problems. These methods are used usually in a form suitable for dense problems. But some standard approaches are unsuitable, and some new possibilities appear in the sparse case. We propose efficient hybrid methods for various representations-of the sparse problems. After describing the basic ideas that help deriving new hybrid methods, we are concerned with designing hybrid methods for sparse Jacobian and sparse Hessian representations of the least-square problems. The efficiency of hybrid methods is demonstrated by extensive numerical experiments.
引用
收藏
页码:575 / 595
页数:21
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