Use of the Minimum-Norm Search Direction in a Nonmonotone Version of the Gauss-Newton Method |
| |
Authors: | Lampariello F Sciandrone M |
| |
Institution: | (1) National Research Council, Istituto di Analisi dei Sistemi ed Informatica, Rome, Italy |
| |
Abstract: | In this work, a new stabilization scheme for the Gauss-Newton method is defined, where the minimum norm solution of the linear least-squares problem is normally taken as search direction and the standard Gauss-Newton equation is suitably modified only at a subsequence of the iterates. Moreover, the stepsize is computed by means of a nonmonotone line search technique. The global convergence of the proposed algorithm model is proved under standard assumptions and the superlinear rate of convergence is ensured for the zero-residual case. A specific implementation algorithm is described, where the use of the pure Gauss-Newton iteration is conditioned to the progress made in the minimization process by controlling the stepsize. The results of a computational experimentation performed on a set of standard test problems are reported. |
| |
Keywords: | Gauss-Newton method nonlinear least-squares problems minimum norm solution nonmonotone line search techniques |
本文献已被 SpringerLink 等数据库收录! |