Publication Date:
2003
abstract:
In this work a new stabilization scheme for the Gauss-Newton method is defined,
where the minimum norm solution of the linear least-squares problem is normally
taken as search direction, and the standard Gauss-Newton equation is suitably
modified only at a subsequence of iterates. Moreover, the stepsize is computed
by means of a nonmonotone line search technique. The global convergence of the
proposed algorithm model is proved under standard assumptions, and the
superlinear rate of convergence is ensured for the zero-residual case. A
specific implementation algorithm is described, where the use of the pure
Gauss-Newton iteration is conditioned to the progress made in the minimization
process by controlling the stepsize. The results of a computational
experimentation performed on a set of standard test problems are reported.
Iris type:
01.01 Articolo in rivista
Keywords:
Gauss-Newton method; least-squares; nonmonotone methods
List of contributors:
Sciandrone, Marco; Lampariello, Francesco
Published in: