A SELF-ADAPTIVE ALGORITHM FOR NONLINEAR LEAST SQUARES WITH LINEAR CONSTRAINTS

在线阅读 下载PDF 导出详情
摘要 Analgorithmforsolvingnonlinearleastsquaresproblemswithgenerallinearinequalityconstraintsisdescribed.Ateachstep,theproblemisreducedtoanunconstrainedlinearleastsquaresprobleminasubspacedefinedbytheactiveconstraints,whichissolvedusingthequasi-Newtonmethod.ThemajorupdateformulaissimilartotheonegivenbyDennis,GayandWelsch(1981).Inthispaper,westatethedetailedimplementofthealgorithm,suchasthechoiceofactiveset,thesolutionofsubproblemandtheavoidanceofzigzagging.Wealsoprovethegloballyconvergentpropertyofthealgorithm.
机构地区 不详
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)