nonlinear least squares – Page 2

Solving structured nonlinear least-squares and nonlinear feasibility problems with expensive functions

Published: 2010/12/14

Constrained Nonlinear Optimization, Nonlinear Optimization, Nonlinear Systems and Least-Squares derivative-free, feasibility problem, global convergence, multidimensional filter, nonlinear least squares, nonlinear systems, structured problems, trust-region methods

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

Iterative Minimization Schemes for Solving the Single Source Localization Problem

Published: 2007/07/23

Amir Beck

Zahar Chikishev

Marc Teboulle

Applications - Science and Engineering, Global Optimization Theory, Unconstrained Optimization fixed point methods, generalized trust region, nonlinear least squares, nonsmooth and nonconvex minimization, semidefinite relaxation, single source location problem, weiszfield algorithm

We consider the problem of locating a single radiating source from several noisy measurements using a maximum likelihood (ML) criteria. The resulting optimization problem is nonconvex and nonsmooth and thus finding its global solution is in principal a hard task. Exploiting the special structure of the objective function, we introduce and analyze two iterative schemes … Read more