RECENT ADVANCES IN NUMERICAL METHODS FOR NONLINEAR EQUATIONS AND NONLINEAR LEAST SQUARES

被引:77
|
作者
Yuan, Ya-Xiang [1 ]
机构
[1] Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, Zhong Guan Cun Donglu 55, Beijing 100190, Peoples R China
来源
NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION | 2011年 / 1卷 / 01期
关键词
Nonlinear equations; nonlinear least squares; Levenberg-Marquardt; quasi-Newton; trust region; variable projection; subspace; local error bound conditions; convergence;
D O I
10.3934/naco.2011.1.15
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Nonlinear equations and nonlinear least squares problems have many applications in physics, chemistry, engineering, biology, economics, finance and many other fields. In this paper, we will review some recent results on numerical methods for these two special problems, particularly on Levenberg-Marquardt type methods, quasi-Newton type methods, and trust region algorithms. Discussions on variable projection methods and subspace methods are also given. Some theoretical results about local convergence results of the Levenberg-Marquardt type methods without non-singularity assumption are presented. A few model algorithms based on line searches and trust regions are also given.
引用
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页码:15 / 34
页数:20
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