On an Elliptical Trust-Region Procedure for Ill-Posed Nonlinear Least-Squares Problems

In this paper we address the stable numerical solution of ill-posed nonlinear least-squares problems with small residual. We propose an elliptical trust-region reformulation of a Levenberg-Marquardt procedure. Thanks to an appropriate choice of the trust-region radius, the proposed procedure guarantees an automatic choice of the free regularization parameters that, together with a suitable stopping criterion, … Read more