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An efficient code for the minimization of highly nonlinear and large residual least squares functions
Abstract:A new code for solving the unconstrained least squares problem is given, in which a Quasi-NEWTON approximation to the second order term of the Hessian is added to the first order term of the GAUSS-NEWTON method and a line search based upon a quartile model is used. The new algorithm is shown numerically to be more efficient on large residual problems than the GAUSS-NEWTON method and a general purpose minimization algorithm based upon BFGS formula. The listing and the user's guide of the code is also given.
Keywords:Mathematical programming  nonlinear programming  nonlinear least squares  Quasi-NEWTON methods
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