levmar
levmar : Levenberg-Marquardt nonlinear least squares algorithms in C/C++ This site provides GPL native ANSI C implementations of the Levenberg-Marquardt optimization algorithm, usable also from C++, Matlab, Perl, Python, Haskell and Tcl and explains their use. Both unconstrained and constrained (under linear equations, inequality and box constraints) Levenberg-Marquardt variants are included. The Levenberg-Marquardt (LM) algorithm is an iterative technique that finds a local minimum of a function that is expressed as the sum of squares of nonlinear functions. It has become a standard technique for nonlinear least-squares problems and can be thought of as a combination of steepest descent and the Gauss-Newton method. When the current solution is far from the correct one, the algorithm behaves like a steepest descent method: slow, but guaranteed to converge. When the current solution is close to the correct solution, it becomes a Gauss-Newton method.
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References in zbMATH (referenced in 52 articles )
Showing results 1 to 20 of 52.
Sorted by year (- Abubakar, Auwal Bala; Kumam, Poom; Mohammad, Hassan: A note on the spectral gradient projection method for nonlinear monotone equations with applications (2020)
- Ahookhosh, Masoud; Aragón Artacho, Francisco J.; Fleming, Ronan M. T.; Vuong, Phan T.: Local convergence of the Levenberg-Marquardt method under Hölder metric subregularity (2019)
- Fischer, Andreas; Izmailov, Alexey F.; Solodov, Mikhail V.: Local attractors of Newton-type methods for constrained equations and complementarity problems with nonisolated solutions (2019)
- Guo, Jie; Wan, Zhong: A modified spectral PRP conjugate gradient projection method for solving large-scale monotone equations and its application in compressed sensing (2019)
- Ma, Xiang; Bi, Linfeng: A robust adaptive iterative ensemble smoother scheme for practical history matching applications (2019)
- Wang, Zhu-Jun; Cai, Li; Su, Yi-Fan; Peng, Zhen: An inexact affine scaling Levenberg-Marquardt method under local error bound conditions (2019)
- Galli, Leonardo; Kanzow, Christian; Sciandrone, Marco: A nonmonotone trust-region method for generalized Nash equilibrium and related problems with strong convergence properties (2018)
- Marini, Leopoldo; Morini, Benedetta; Porcelli, Margherita: Quasi-Newton methods for constrained nonlinear systems: complexity analysis and applications (2018)
- Mohammad, Mutaz; Lin, En-Bing: Gibbs effects using Daubechies and Coiflet tight framelet systems (2018)
- Morini, Benedetta; Porcelli, Margherita; Toint, Philippe L.: Approximate norm descent methods for constrained nonlinear systems (2018)
- Serra, Diana; Ruggiero, Fabio; Satici, Aykut C.; Lippiello, Vincenzo; Siciliano, Bruno: Time-optimal paths for a robotic batting task (2018)
- Cui, Yiran; del Baño Rollin, Sebastian; Germano, Guido: Full and fast calibration of the Heston stochastic volatility model (2017)
- Dang, Yazheng; Liu, Wenwen: A nonmonotone projection method for constrained system of nonlinear equations (2017)
- Haslinger, J.; Blaheta, R.; Hrtus, R.: Identification problems with given material interfaces (2017)
- Andreani, R.; Júdice, J. J.; Martínez, J. M.; Martini, T.: Feasibility problems with complementarity constraints (2016)
- Bellavia, Stefania; Morini, Benedetta; Riccietti, Elisa: On an adaptive regularization for ill-posed nonlinear systems and its trust-region implementation (2016)
- Gonçalves, Douglas S.; Santos, Sandra A.: Local analysis of a spectral correction for the Gauss-Newton model applied to quadratic residual problems (2016)
- Wang, Peng; Zhu, Detong: An inexact derivative-free Levenberg-Marquardt method for linear inequality constrained nonlinear systems under local error bound conditions (2016)
- Wang, X. Y.; Li, S. J.; Kou, Xi Peng: A self-adaptive three-term conjugate gradient method for monotone nonlinear equations with convex constraints (2016)
- Ziggah, Yao Yevenyo; Youjian, Hu; Yu, Xianyu; Basommi, Laari Prosper: Capability of artificial neural network for forward conversion of geodetic coordinates ((\phi,\lambda,h)) to Cartesian coordinates ((X,Y,Z)) (2016)