A Levenberg-Marquardt iterative solver for least-squares problems

H. W. Ho, S. C. Wong

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)

Abstract

This paper presents a new iterative solver for least-squares problems, which is developed based on the Levenberg-Marquardt and trust region methods. The proposed iterative solver substantially reduces computing time compared with the conventional Levenberg-Marquardt scheme, and can be efficiently applied to large-scale problems. Three numerical examples are used to demonstrate the effectiveness of the proposed solver.

Original languageEnglish
Pages (from-to)327-335
Number of pages9
JournalCommunications in Numerical Methods in Engineering
Volume21
Issue number6
DOIs
Publication statusPublished - Jun 2005
Externally publishedYes

Keywords

  • Iterative solver
  • Least-squares problem
  • Levenberg-Marquardt
  • Trust region

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