Bulletin of Computational Applied Mathematics (Bull CompAMa)
A globally convergent method for nonlinear least-squares problems based on the Gauss-Newton model with spectral correction
Douglas S. Gonçalves, Sandra A. Santos
This work addresses a spectral correction for the Gauss-Newton model in the solution of nonlinear least-squares problems within a globally convergent algorithmic framework. The nonmonotone line search of Zhang and Hager is the chosen globalization tool. We show that the search directions obtained from the corrected Gauss-Newton model satisfy the conditions that ensure the global convergence under such a line search scheme. A numerical study assesses the impact of using the spectral correction for solving two sets of test problems from the literature.
Keywords: nonlinear least squares; spectral parameter; Gauss-Newton method; global convergence; numerical tests.
Cite this paper:
Gonçalves D.S., Santos S.A., A globally convergent method for nonlinear least-squares problems based on the Gauss-Newton model with spectral correction,
Bull. Comput. Appl. Math. (Bull CompAMa),
Vol. 4, No. 2, Jul-Dec, pp.7-26, 2016.