摘要
Analgorithmforsolvingnonlinearleastsquaresproblemswithgenerallinearinequalityconstraintsisdescribed.Ateachstep,theproblemisreducedtoanunconstrainedlinearleastsquaresprobleminasubspacedefinedbytheactiveconstraints,whichissolvedusingthequasi-Newtonmethod.ThemajorupdateformulaissimilartotheonegivenbyDennis,GayandWelsch(1981).Inthispaper,westatethedetailedimplementofthealgorithm,suchasthechoiceofactiveset,thesolutionofsubproblemandtheavoidanceofzigzagging.Wealsoprovethegloballyconvergentpropertyofthealgorithm.
出版日期
1995年02月12日(中国期刊网平台首次上网日期,不代表论文的发表时间)