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An iterative method for solving nonlinear least squares problems with nondifferentiable operator
KTH.
2017 (English)In: Matematychni Studii, ISSN 1027-4634, E-ISSN 2198-6940, Vol. 48, no 1, p. 97-107Article in journal (Refereed) Published
Abstract [en]

An iterative differential-difference method for solving nonlinear least squares problems is proposed and studied. The method uses the sum of the derivative of the differentiable part of the operator and the divided difference of the nondifferentiable part instead of computing Jacobian. We prove the local convergence of the proposed method and compute its convergence rate. Finally, we carry out numerical experiments on a set of test problems. © S. M. Shakhno, R. P. Iakymchuk, H. P. Yarmola, 2017.

Place, publisher, year, edition, pages
VNTL Publishers , 2017. Vol. 48, no 1, p. 97-107
Keyword [en]
Differential-difference method, Divided differences, Error estimates, Nonlinear least squares problem, Radius of convergence, Residual
National Category
Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-227848DOI: 10.15330/ms.48.1.97-107Scopus ID: 2-s2.0-85042730899OAI: oai:DiVA.org:kth-227848DiVA, id: diva2:1205367
Note

QC 20180514

Available from: 2018-05-14 Created: 2018-05-14 Last updated: 2018-05-14Bibliographically approved

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