Computational Behavior of Gauss-Newton Methods,

Abstract

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.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1987
Accession Number
ADA185080

Entities

People

  • Chris Fraley

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computations
  • Computer Programming
  • Computers
  • Differential Equations
  • Equations
  • Linear Accelerators
  • Mathematical Programming
  • Nonlinear Algebraic Equations
  • Nonlinear Programming
  • Numerical Analysis
  • Operations Research
  • Optimization
  • Quadratic Programming
  • Square Roots
  • Three Dimensional

Fields of Study

  • Mathematics

Readers

  • Operations Research