Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares

DOI10.1007/s10589-022-00447-yOpenAlexW4316813678MaRDI QIDQ2696927

Akiko Takeda, Takayuki Okuno, Naoki Marumo

Publication date: 17 April 2023

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.08259

zbMATH Keywords

constrained optimizationnonconvex optimizationLevenberg-Marquardt methodnonlinear least squareslocal quadratic convergenceiteration complexity

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Related Items (2)

SCORE: approximating curvature information under self-concordant regularization ⋮ Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence

Uses Software

• levmar
• SciPy
• MCPLIB
• Python
• GitHub
• JAX
• Wirtinger Flow

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