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CONVERGENCE ANALYSIS OF A TWO-STEP MODIFICATION OF THE GAUSS-NEWTON METHOD AND ITS APPLICATIONS
KTH, Skolan för datavetenskap och kommunikation (CSC), Beräkningsvetenskap och beräkningsteknik (CST).ORCID-id: 0000-0003-2414-700X
2017 (engelsk)Inngår i: JOURNAL OF NUMERICAL AND APPLIED MATHEMATICS, ISSN 0868-6912, Vol. 3, nr 126, s. 61-74Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

We investigate the convergence of a two-step modification of the Gauss-Newton method applying the generalized Lipschitz condition for the first- and second-order derivatives. The convergence order as well as the convergence radius of the method are studied and the uniqueness ball of the solution of the nonlinear least squares problem is examined. Finally, we carry out numerical experiments on a set of well-known test problems.

sted, utgiver, år, opplag, sider
IVAN FRANKO NATL UNIV LVIV , 2017. Vol. 3, nr 126, s. 61-74
Emneord [en]
Least squares problem, Gauss-Newton method, Lipschitz conditions with L average, radius of convergence, uniqueness ball
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Identifikatorer
URN: urn:nbn:se:kth:diva-223841ISI: 000425042700005OAI: oai:DiVA.org:kth-223841DiVA, id: diva2:1188018
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QC 20180306

Tilgjengelig fra: 2018-03-06 Laget: 2018-03-06 Sist oppdatert: 2018-03-06bibliografisk kontrollert

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