| A SELF-ADAPTIVE ALGORITHM FOR NONLINEAR LEAST SQUARES WITH LINEAR CONSTRAINTS |
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| 引用本文： | 杨富贵,邹志鸿,盛松柏. A SELF-ADAPTIVE ALGORITHM FOR NONLINEAR LEAST SQUARES WITH LINEAR CONSTRAINTS[J]. 高等学校计算数学学报(英文版), 1995, 0(2) |
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| 作者姓名： | 杨富贵 邹志鸿 盛松柏 |
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| 作者单位： | Tangshan Institute of Technology，Tangshan 063009，PRC，Department of Mathematics，Nanjing University，Nanjing 210093，PRC，Department of Mathematics，Nanjing University，Nanjing 210093，PRC |
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| 基金项目： | Supported by The Natural Science Fundations of China and Jiangsu |
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| 摘 要： | An algorithm for solving nonlinear least squares problems with general linear inequality constraints is described.At each step,the problem is reduced to an unconstrained linear least squares problem in a subs pace defined by the active constraints,which is solved using the quasi-Newton method.The major update formula is similar to the one given by Dennis,Gay and Welsch (1981).In this paper,we state the detailed implement of the algorithm,such as the choice of active set,the solution of subproblem and the avoidance of zigzagging.We also prove the globally convergent property of the algorithm.
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A SELF-ADAPTIVE ALGORITHM FOR NONLINEAR LEAST SQUARES WITH LINEAR CONSTRAINTS |
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| Yang Fu-qui Tangshan Institute of Technology,Tangshan ,PRCZou Zhi-hong. A SELF-ADAPTIVE ALGORITHM FOR NONLINEAR LEAST SQUARES WITH LINEAR CONSTRAINTS[J]. Numerical Mathematics A Journal of Chinese Universities English Series, 1995, 0(2) |
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| Authors: | Yang Fu-qui Tangshan Institute of Technology Tangshan PRCZou Zhi-hong |
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| Affiliation: | Yang Fu-qui Tangshan Institute of Technology,Tangshan 063009,PRCZou Zhi-hong Department of Mathematics,Nanjing University,Nanjing 210093,PRC,Sheng Song-bai Department of Mathematics,Nanjing University,Nanjing 210093,PRC |
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| Abstract: | An algorithm for solving nonlinear least squares problems with general linear inequality constraints is described.At each step,the problem is reduced to an unconstrained linear least squares problem in a subs pace defined by the active constraints,which is solved using the quasi-Newton method.The major update formula is similar to the one given by Dennis,Gay and Welsch (1981).In this paper,we state the detailed implement of the algorithm,such as the choice of active set,the solution of subproblem and the avoidance of zigzagging.We also prove the globally convergent property of the algorithm. |
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| Keywords: | nonlinear least squares linear inequality constraints quasi-Newton method trust region method global convergence. |
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