scholarly journals Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems

2010 ◽  
Vol 29 (2) ◽  
Author(s):  
Weijun Zhou ◽  
Li Zhang
Keyword(s):  
Global Convergence ◽  
Least Squares ◽  
Newton Method ◽  
Nonlinear Least Squares ◽  
Least Squares Problems ◽  
Quasi Newton

scholarly journals A Flow Perspective on Nonlinear Least-Squares Problems

2020 ◽  
Vol 48 (4) ◽  
pp. 987-1003
Author(s):  
Hans Georg Bock ◽  
Jürgen Gutekunst ◽  
Andreas Potschka ◽  
María Elena Suaréz Garcés
Keyword(s):  
Least Squares ◽  
Newton Method ◽  
Large Scale ◽  
Gradient Flow ◽  
Nonlinear Least Squares ◽  
Bundle Adjustment ◽  
Least Squares Problems ◽  
Flow Equations ◽  
Backward Euler ◽  
Forward Euler

AbstractJust as the damped Newton method for the numerical solution of nonlinear algebraic problems can be interpreted as a forward Euler timestepping on the Newton flow equations, the damped Gauß–Newton method for nonlinear least squares problems is equivalent to forward Euler timestepping on the corresponding Gauß–Newton flow equations. We highlight the advantages of the Gauß–Newton flow and the Gauß–Newton method from a statistical and a numerical perspective in comparison with the Newton method, steepest descent, and the Levenberg–Marquardt method, which are respectively equivalent to Newton flow forward Euler, gradient flow forward Euler, and gradient flow backward Euler. We finally show an unconditional descent property for a generalized Gauß–Newton flow, which is linked to Krylov–Gauß–Newton methods for large-scale nonlinear least squares problems. We provide numerical results for large-scale problems: An academic generalized Rosenbrock function and a real-world bundle adjustment problem from 3D reconstruction based on 2D images.

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