| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w0196 |
| 来源ID | Working Paper 0196 |
| An Adaptive Nonlinear Least Square Algorithm | |
| John E. Dennis; David M. Gay; Roy E. Welsch | |
| 发表日期 | 1977-08-01 |
| 出版年 | 1977 |
| 语种 | 英语 |
| 摘要 | NL2SOL is a modular program for solving the nonlinear least-squares problem that incorporates a number of novel features. It maintains a secant approximation S to the second-order part of the least-squares Hessian and adaptively decides when to use this approximation. We have found it very helpful to "size" S before updating it, something which looks much akin to Oren-Luenberger scaling. Rather than resorting to line searches or Levenberg-Marquardt modifications, we use the double-dogleg scheme of Dennis and Mei together with a special module for assessing the quality of the step thus computed. We discuss these and other ideas behind NLZSOL and briefly describe its evolution and current implementation. |
| URL | https://www.nber.org/papers/w0196 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/557387 |
| 推荐引用方式 GB/T 7714 | John E. Dennis,David M. Gay,Roy E. Welsch. An Adaptive Nonlinear Least Square Algorithm. 1977. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w0196.pdf（1323KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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