A Nonmonotone Matrix-Free Algorithm for Nonlinear Equality-Constrained Least-Squares Problems

DOI10.1137/20M1349138OpenAlexW3200869289MaRDI QIDQ5161768

C. W. Royer, Vyacheslav Kungurtsev, El Houcine Bergou, Youssef Diouane

Publication date: 1 November 2021

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.16340

zbMATH Keywords

inverse problemsequality constraintsLevenberg-Marquardt methodnonlinear least squaresPDE-constrained optimizationiterative linear algebra

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items

A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results

Uses Software

• PDEFIT
• MINRES-QLP
• MINRES

Cites Work

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