TY - JOUR T1 - A Memoryless Augmented Gauss-Newton Method for Nonlinear Least-Squares Problems AU - Jr , Dennis J. E. AU - Sheng , Song-Bai AU - Vu , Phuong Anh JO - Journal of Computational Mathematics VL - 4 SP - 355 EP - 374 PY - 1988 DA - 1988/06 SN - 6 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/9524.html KW - AB -
In this paper, we develop, analyze, and test a new algorithm for nonlinear least-squares problems. The algorithm uses a BFGS update of the Gauss-Newton Hessian when some heuristics indicate that the Gauss-Newton method may not make a good step. Some important elements are that the secant or quasi-Newton equations considered are not the obvious ones, and the method does not build up a Hessian approximation over several steps. The algorithm can be implemented easily as a modification of any Gauss-Newton code, and it seems to be useful for large residual problems.