A hybrid method for nonlinear least squares that uses quasi-Newton updates applied to an approximation of the Jacobian matrix
Lukšan, Ladislav, Vlček, Jan
Similarity:
In this contribution, we propose a new hybrid method for minimization of nonlinear least squares. This method is based on quasi-Newton updates, applied to an approximation of the Jacobian matrix , such that . This property allows us to solve a linear least squares problem, minimizing instead of solving the normal equation , where is the required direction vector. Computational experiments confirm the efficiency of the new method.