DFO-GN

DFO-GN: Derivative-Free Nonlinear Least-Squares Solver. DFO-GN is a package for solving nonlinear least-squares minimisation, without requiring derivatives of the objective. This is an implementation of the algorithm from our paper: A Derivative-Free Gauss-Newton Method, C. Cartis and L. Roberts, Mathematical Programming Computation (2019). For reproducibility of all figures in this paper, please feel free to contact the authors.