ISSN:
0945-3245
Keywords:
AMS(MOS): 65K10, 90C30
;
CR: G 1.6
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary For solving an equality constrained nonlinear least squares problem, a globalization scheme for the generalized Gauss-Newton method via damping is proposed. The stepsize strategy is based on a special exact penalty function. Under natural conditions the global convergence of the algorithm is proved. Moreover, if the algorithm converges to a solution having a sufficiently small residual, the algorithm is shown to change automatically into the undamped generalized Gauss-Newton method with a fast linear rate of convergence. The behaviour of the method is demonstrated on hand of some examples taken from the literature.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01396345
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