Gauss–Newton methods with approximate projections for solving constrained nonlinear least squares problems

This paper is concerned with algorithms for solving constrained nonlinear least squares problems. We first propose a local Gauss–Newton method with approximate projections for solving the aforementioned problems and study, by using a general majorant condition, its convergence results, including res...

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Veröffentlicht in:Journal of Complexity 2020-06, Vol.58, p.101459, Article 101459
Hauptverfasser: Gonçalves, Max L.N., Menezes, Tiago C.
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Sprache:eng
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Zusammenfassung:This paper is concerned with algorithms for solving constrained nonlinear least squares problems. We first propose a local Gauss–Newton method with approximate projections for solving the aforementioned problems and study, by using a general majorant condition, its convergence results, including results on its rate. By combining the latter method and a nonmonotone line search strategy, we then propose a global algorithm and analyze its convergence results. Finally, some preliminary numerical experiments are reported in order to illustrate the advantages of the new schemes.
ISSN:0885-064X
1090-2708
DOI:10.1016/j.jco.2020.101459