A stochastic Levenberg-Marquardt method using random models with complexity results

Globally convergent variants of the Gauss-Newton algorithm are often the methods of choice to tackle nonlinear least-squares problems. Among such frameworks, Levenberg-Marquardt and trust-region methods are two well-established, similar paradigms. Both schemes have been studied when the Gauss-Newton...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	arXiv.org 2021-11
Hauptverfasser:	Bergou, E, Diouane, Y, Kungurtsev, V, Royer, C W
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Convergence Data assimilation Methods Model accuracy Probability theory Regularization
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!