Large Scale Methods

The algorithms in the VE10 and LANCELOT packages address nonlinear least squares problems where is large and sparse. The algorithms make use of the assumption that each is a partially separable function to compute compact quasi-Newton approximations to the Hessian matrices . At each iteration a choice is made between a Gauss-Newton step and a step derived from a structured quasi-Newton Hessian approximation. The step is obtained by applying a conjugate gradient method to one of these model choices.

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Nonlinear Least Squares.

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Updated 28 March 1996