ACM Home Page
Please provide us with feedback. Feedback
An Adaptive Nonlinear Least-Squares Algorithm
Full text PdfPdf (1.39 MB)
Source ACM Transactions on Mathematical Software (TOMS) archive
Volume 7 ,  Issue 3  (September 1981) table of contents
Pages: 348 - 368  
Year of Publication: 1981
ISSN:0098-3500
Authors
John E. Dennis, Jr.  Department of Mathematical Sciences, Rice University, P.O. Box 1892, Houston, TX
David M. Gay  M.I.T./CCREMS, Room E53-383, Cambridge, MA
Roy E. Walsh  M.I.T./CCREMS, Room E53-383, Cambridge, MA
Publisher
ACM  New York, NY, USA
Bibliometrics
Downloads (6 Weeks): 41,   Downloads (12 Months): 321,   Citation Count: 27
Additional Information:

references   cited by   index terms   collaborative colleagues  

Tools and Actions: Request Permissions Request Permissions    Review this Article  
DOI Bookmark: Use this link to bookmark this Article: http://doi.acm.org/10.1145/355958.355965
What is a DOI?

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
1
ALLEN, D M Private commumcatlon, 1976
 
2
BARD, Y Comparison of gradmnt methods for the solutmn of nonhnear parameter estimation problems SIAM J Numer Anal 7 (1970), 157-186
 
3
BARD, Y Nonltnear Parameter Esttmatmn Academic Press, New York, 1974
 
4
BATES, D M, AND WATTS, D G An orthogonahty convergence criterion for nonhnear least squares Queen's Mathematmal Preprmt 1979-14, Queen's Umv, Kingston, Ont., Canada, 1979
 
5
BEALE. E M L On an lteratlve method for finding a local mlmmum of a function of more than one va~mble Tech Rep 25, Statistical Tecbmques Research Group, Princeton Umv., Princeton, N J, 1958
 
6
BELSLEY, D A On the efficmnt computation of the nonhneal full-mformation maximum hkehhood estimator Tech Rep 5, Center for Computational Research in Economics and Management Science, Massachusetts institute of Technology, Cambridge, Mass, 1980
 
7
BETTS, J T Solving the nonhnear least squazes problem Apphcatlon of a general method J Optzm Theory Appl 18 (1976), 469-484
 
8
Box, M J A comparison of several current optimization methods and the use of transformations m constrained problems Comput J 9 (1966), 67-77
 
9
BRANIN, F H Widely convergent method for finding multiple solutions of simultaneous nonlinear equations IBM J Res Develop 16 (197I), 504-522
 
10
BROWN, K M, AND DENNIS, J.E A new algorithm for nonhnear least-squares curve fitting In Mathemattcal Software, J R Rice, Ed., Academm Press, New York, 1971, 391-396.
 
11
COLVILLE, A R A comparative study of nonhnear programming codes Tech Rep 320-2949, IBM New York Scientific Center, 1968
 
12
CRAG(~, E E, AND LEVY, A V Study on a supermemory gradient method for the minimization of functmns J Optzm Theory Appl 4 (1969), 191-205
 
13
DAVIDON, W C New least-square algorithms J Opttm Theory Appl 18 (I976), 187-i97.
 
14
DENNIS, J E Some computatmnal techniques for the nonhnear least squares problem In Numertcal Soluttons of Systems of Nonhnear Equations, G D Byrne and C A Hall, Eds, Academm Press, New York, 1973, pp t57-183
 
15
DENNIS, J E Nonlinear least squares and equatmns In The State of the Art tn Numertcal Analysts, D Jacobs, Ed, Academic Press, London, 1977, pp 269-312
 
16
DENNIS, J E, AND MEI, H.H-W Two new unconstrained optimization algorithms which use functmn and gradmnt values J Opttm Theory Appl 28 (1979), 453-482
 
17
DENNIS, J E, AND MORI~, J J Quasi-Newton methods, motivatmn and theory SIAM Rev 19 (1977), 46-89
 
18
DENNm, J.E, AND WF.LSCH, R E. Techmques for nonhnear least squares and robust regress|on. Commun Stattst B7 (I978), 345-359
 
19
ENGVALL. J L Numerical algomthm for solving over-determined systems of nonlinear equatmns NASA Document N70-35600, 1966
 
20
FLETCHER, 1:~ Function minimization without evaluating derlvatlves--A review Comput J 8 (1965), 33-41
 
21
FLETCI4F~R, R A modified Marquardt subroutine for nonhnear {east squares Rep R6799, AERE, Harwell, England, 1971
 
22
FLETCHER, R., AND POWELL, M.J D A rapidly convergent descent method for minimization. Comput J 6 (1963), 163-168
23
 
24
GA'~, D M Computing optimal |ocaUy constrained steps SIAM J Sc~ StatLst. Comput 2, 2 (June 1981), 186-I97
 
25
GAY, D M Subroutines for general unconstrained mlmmlzatlon usmg the model/trust-region approach Tech Rep 18, Cemer for Computational Research m Economics and Management Scmnce, Massachusetts Institute of Technology. 1980
 
26
GILL, P E, AND MURRAY, W Algorithm for the solution of the nonlinear least-squares problem SIAM J Numer. Anal 15 (1978), 977-992
 
27
GOLUB, G H Matrix decompositions and staUstwal calculations In Statlsttcal Computatmn, R.C Milton and J.A. Nelder, Eds, Academic Press, New York, 1969, pp 365-397
 
28
JENNRmH, R I, AND SAMPSON, P F Apphcation of step-wise regression to nonlinear estimation. Technometmcs 10 (1968), 63-72
 
29
KOWALIK, J S, AND OSBORNE, M R Methods for Unconstrazned Opttmlzatton Problems, American Elsevier, New York, 1968
 
30
MEYER, R R Theoretical and computational aspects of nonlinear regression In Nonhnear Programmtng, J B Rosen, O L Mangasarlan, and K Rltter, Eds, Academm Press, New York, 1970
 
31
MORE, J J The Levenberg-Marquardt algorithm Implementation and theory In Lecture Notes zn Mathemattcs No 630 Numerical Analys,s, G Watson, Ed, Sprmger-Verlag, New York, 1978, pp 105-i16
 
32
MORR, J J. implementation and testing of optimization software DAMTP Rep 79/NA4, Cambridge Umv, Cambridge, England, 1979
 
33
OREN, S S Self-scaling variable metric algorithms without line search for unconstrained minimization Math Comput 27 {i973), 873-885.
 
34
OSBORNE, M R Some aspects of nonhnear least squares calculations In Numerwal Methods for Nonhnear Opttm,zatzon, F A Lootsma, Ed., Academic Press, New York, 1972
 
35
POWELL, M J D An iteratlve method for finding stationary values of a function of several variables Comput J 5 {1962), 147-151
 
36
POWELL, M J.D A FORTRAN subroutine for unconstrained mlmmization, requiring first derivatives of the objective function. Rep AERE-R.6469, AERE Harwell, England, 1970.
 
37
PRATT, J W When to stop a quasi-Newton search for a maximum hkehhood estimate Working Paper 77-16, Harvard School of Business, Cambridge, Mass., 1977
 
38
RAO, C R. L~near Statlsttcal Inference and Its Appltcatmns, 2nd ed, Wiley, New York, 1973.
 
39
REINSCH, C H. Smoothing by sphne functions. II Numer Math 16 (1971), 451-454
 
40
ROSENBROCK, H H An automatic method for finding the greatest or least value of a function Comput J 3 (1960), 175-184
 
41
WEDIN, P-A The non-hnear least squares problem from a numerical point of view, i and II Comput Sci Tech Reps, Lund Umv, Lund, Sweden, 1972 and 1974.
 
42
WEt)IN, P -A On surface dependent properties of methods for separable non-linear least squares problems ITM Arbetsrapport nr 23, Inst for Tellampad Matematlk, Stockholm, Sweden, 1974.
 
43
WEt)IN, P-A. On the Gauss-Newton method for the non-hnear least squares problem ITM Arbetsrapport nr 24, Inst for Tellampad Matematik, Stockholm, Sweden, 1974.
 
44
ZANGWILL, W J Nonhnear programming via penalty functmns Manage Sc~ 13 (1967), 344- 358

CITED BY  27

Collaborative Colleagues:
John E. Dennis, Jr.: colleagues
David M. Gay: colleagues
Roy E. Walsh: colleagues