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Optimization Letters

, Volume 7, Issue 3, pp 447–465 | Cite as

On the convergence of an inexact Gauss–Newton trust-region method for nonlinear least-squares problems with simple bounds

  • Margherita Porcelli
Original Paper

Abstract

We introduce an inexact Gauss–Newton trust-region method for solving bound-constrained nonlinear least-squares problems where, at each iteration, a trust-region subproblem is approximately solved by the Conjugate Gradient method. Provided a suitable control on the accuracy to which we attempt to solve the subproblems, we prove that the method has global and asymptotic fast convergence properties. Some numerical illustration is also presented.

Keywords

Bound-constrained nonlinear least-squares Simple bounds Trust-region methods Convergence theory Affine scaling 

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Copyright information

© Springer-Verlag 2011

Authors and Affiliations

  1. 1.Namur Center for Complex Systems (NAXYS)FUNDP-University of NamurNamurBelgium

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