A HYBRID METHOD FOR THE NONLINEAR LEAST-SQUARES PROBLEM WITH SIMPLE BOUNDS

[摘要] This paper presents a new method with trust region technique for solving the nonlinear least squares problem with lower and upper bounds on the variables. The proposed method constructs trust region constraints that are ellipses centered at the iterative points in such a way that they lie in the interior of the feasible region. Thus the method belongs to the class of interior point methods, and hence we may expect that the generated sequence approaches a solution smoothly without the combinatorial complications inherent to traditional active set methods. We establish a convergence theorem for the proposed method and show its practical efficiency by numerical experiments.

[发布日期] 1991-08-27

[关键词] CONSTRAINED NONLINEAR LEAST SQUARES PROBLEMS;AFFINE-SCALING;INTERIOR POINT METHODS;TRUST REGION METHODS