节点文献
解非线性最小二乘问题的锥模型算法
CONIC MODEL ALGORITHMS FOR NONLINEAR LEAST-SQUARES PROBLEMS
【摘要】 <正> 在自然科学研究、经济、统计等领域,非线性最小二乘有着广泛的应用,因而寻找快捷有效的算法有着十分重要的意义。它首先是一个最优化问题,同时又有自身的结构特点,充分利用其结构特点,是寻找更有效算法的关键。
【Abstract】 In this paper,we develope and test a new algorithm for nonlinear least squares problems. The algorithm uses a DFP analogue update of the Gauss-Newton Hessian with a conic model. Some important elements are that the secant or quasi-Newton equations considered are not the obvious ones, and the method needs to solve a trust region problem with an objective function of conic model. The algorithm can be implemented easily as a modification of any trust region method, and it seems to be useful for ill condition problems.
【基金】 国家及江苏省自然科学基金
- 【文献出处】 高等学校计算数学学报 ,Numerical Mathematics A Journal of Chinese Universities , 编辑部邮箱 ,1995年01期
- 【分类号】O241.5
- 【被引频次】4
- 【下载频次】112