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A globalization scheme for the generalized Gauss-Newton method (1989)

Knoth, O.

Springer

Numerische Mathematik 56 (1989), S. 591-607

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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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