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A new limited memory method for unconstrained nonlinear least squares

This paper suggests a new limited memory trust region algorithm for large unconstrained black box least squares problems, called LMLS. Main features of LMLS are a new non-monotone technique, a new adaptive radius strategy, a new Broyden-like algorithm based on the previous good points, and a heurist...

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Detalles Bibliográficos
Autores principales: Kimiaei, Morteza, Neumaier, Arnold
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8755706/
https://www.ncbi.nlm.nih.gov/pubmed/35069003
http://dx.doi.org/10.1007/s00500-021-06415-8