\(\) We develop a Levenberg-Marquardt method for minimizing the sum of a smooth nonlinear least-squares term \(f(x) = \frac{1}{2} \|F(x)\|_2^2\) and a nonsmooth term \(h\). Both \(f\) and \(h\) may be nonconvex. Steps are computed by minimizing the sum of a regularized linear least-squares model and a model of \(h\) using a first-order method such … Read more
Globally convergent variants of the Gauss-Newton algorithm are often the methods of choice to tackle nonlinear least-squares problems. Among such frameworks, Levenberg-Marquardt and trust-region methods are two well-established, similar paradigms. Both schemes have been studied when the Gauss-Newton model is replaced by a random model that is only accurate with a given probability. Trust-region schemes … Read more
In this paper, we consider a nonlinear least squares model for the phase retrieval problem. Since the Hessian matrix may not be positive definite and the Gauss-Newton (GN) matrix is singular at any optimal solution, we propose a modified Levenberg-Marquardt (LM) method, where the Hessian is substituted by a summation of the GN matrix and … Read more
The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as forward-backward splitting (FBS) and Douglas-Rachford splitting (DRS), actually define a possibly semi-smooth and monotone fixed-point mapping; ii) The optimal solutions … Read more
The Levenberg-Marquardt algorithm is one of the most popular algorithms for the solution of nonlinear least squares problems. Motivated by the problem structure in data assimilation, we consider in this paper the extension of the classical Levenberg-Marquardt algorithm to the scenarios where the linearized least squares subproblems are solved inexactly and/or the gradient model is … Read more
We propose a new family of Newton-type methods for the solution of constrained systems of equations. Under suitable conditions, that do not include differentiability or local uniqueness of solutions, local, quadratic convergence to a solution of the system of equations can be established. We show that as particular instances of the method we obtain inexact … Read more
We develop a framework for a class of derivative-free algorithms for the least-squares minimization problem. These algorithms are based on polynomial interpolation models and are designed to take advantages of the problem structure. Under suitable conditions, we establish the global convergence and local quadratic convergence properties of these algorithms. Promising numerical results indicate the algorithm … Read more