TY - JOUR
T1 - On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds
AU - Porcelli, Margherita
PY - 2013/1/1
Y1 - 2013/1/1
N2 - We introduce an inexact Gauss-Newton trust-region method for solving bound-constrained nonlinear least-squares problems where, at each iteration, a trust-region subproblem is approximately solved by the Conjugate Gradient method. Provided a suitable control on the accuracy to which we attempt to solve the subproblems, we prove that the method has global and asymptotic fast convergence properties. Some numerical illustration is also presented.
AB - We introduce an inexact Gauss-Newton trust-region method for solving bound-constrained nonlinear least-squares problems where, at each iteration, a trust-region subproblem is approximately solved by the Conjugate Gradient method. Provided a suitable control on the accuracy to which we attempt to solve the subproblems, we prove that the method has global and asymptotic fast convergence properties. Some numerical illustration is also presented.
KW - Affine scaling
KW - Bound-constrained nonlinear least-squares
KW - Convergence theory
KW - Simple bounds
KW - Trust-region methods
UR - http://www.scopus.com/inward/record.url?scp=84874416893&partnerID=8YFLogxK
U2 - 10.1007/s11590-011-0430-z
DO - 10.1007/s11590-011-0430-z
M3 - Article
AN - SCOPUS:84874416893
SN - 1862-4472
VL - 7
SP - 447
EP - 465
JO - Optimization Letters
JF - Optimization Letters
IS - 3
ER -