Solving structured nonlinear least-squares and nonlinear feasibility problems with expensive functions
We present an algorithm for nonlinear least-squares and nonlinear feasibility problems, i.e. for systems of nonlinear equations and nonlinear inequalities, which depend on the outcome of expensive functions for which derivatives are assumed to be unavailable. Our algorithm combines derivative-free techniques with filter trust-region methods to keep the number of expensive function evaluations low and … Read more