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 language | English |
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Pages (from-to) | 327-335 |
Number of pages | 9 |
Journal | Communications in Numerical Methods in Engineering |
Volume | 21 |
Issue number | 6 |
DOIs | |
Publication status | Published - Jun 2005 |
Externally published | Yes |
Keywords
- Iterative solver
- Least-squares problem
- Levenberg-Marquardt
- Trust region