Majorization-minimization-based Levenberg–Marquardt method for constrained nonlinear least squares
CC BY
Saved in:
Main Authors: | , , |
---|---|
Format: | Book |
Language: | English |
Published: |
Springer
2023
|
Subjects: | |
Online Access: | https://link.springer.com/article/10.1007/s10589-022-00447-y https://dlib.phenikaa-uni.edu.vn/handle/PNK/7407 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
oai:localhost:PNK-7407 |
---|---|
record_format |
dspace |
spelling |
oai:localhost:PNK-74072023-04-03T01:55:57Z Majorization-minimization-based Levenberg–Marquardt method for constrained nonlinear least squares Naoki, Marumo Takayuki, Okuno Akiko, Takeda Levenberg–Marquardt LM method CC BY A new Levenberg–Marquardt (LM) method for solving nonlinear least squares problems with convex constraints is described. Various versions of the LM method have been proposed, their main differences being in the choice of a damping parameter. In this paper, we propose a new rule for updating the parameter so as to achieve both global and local convergence even under the presence of a convex constraint set. The key to our results is a new perspective of the LM method from majorization-minimization methods. Specifically, we show that if the damping parameter is set in a specific way, the objective function of the standard subproblem in LM methods becomes an upper bound on the original objective function under certain standard assumptions. Our method solves a sequence of the subproblems approximately using an (accelerated) projected gradient method. 2023-04-03T01:55:57Z 2023-04-03T01:55:57Z 2023 Book https://link.springer.com/article/10.1007/s10589-022-00447-y https://dlib.phenikaa-uni.edu.vn/handle/PNK/7407 en application/pdf Springer |
institution |
Digital Phenikaa |
collection |
Digital Phenikaa |
language |
English |
topic |
Levenberg–Marquardt LM method |
spellingShingle |
Levenberg–Marquardt LM method Naoki, Marumo Takayuki, Okuno Akiko, Takeda Majorization-minimization-based Levenberg–Marquardt method for constrained nonlinear least squares |
description |
CC BY |
format |
Book |
author |
Naoki, Marumo Takayuki, Okuno Akiko, Takeda |
author_facet |
Naoki, Marumo Takayuki, Okuno Akiko, Takeda |
author_sort |
Naoki, Marumo |
title |
Majorization-minimization-based Levenberg–Marquardt method for constrained nonlinear least squares |
title_short |
Majorization-minimization-based Levenberg–Marquardt method for constrained nonlinear least squares |
title_full |
Majorization-minimization-based Levenberg–Marquardt method for constrained nonlinear least squares |
title_fullStr |
Majorization-minimization-based Levenberg–Marquardt method for constrained nonlinear least squares |
title_full_unstemmed |
Majorization-minimization-based Levenberg–Marquardt method for constrained nonlinear least squares |
title_sort |
majorization-minimization-based levenberg–marquardt method for constrained nonlinear least squares |
publisher |
Springer |
publishDate |
2023 |
url |
https://link.springer.com/article/10.1007/s10589-022-00447-y https://dlib.phenikaa-uni.edu.vn/handle/PNK/7407 |
_version_ |
1762184300881510400 |
score |
8.891145 |