A Truncated Nonmonotone Gauss-Newton Method for Large-Scale Nonlinear Least-Squares Problems

Authors:
G. Fasano;F. Lampariello;M. Sciandrone
Affiliations:
Aff1 Aff2;Istituto di Analisi dei Sistemi ed Informatica "A. Ruberti" - CNR, Roma, Italy 00185;Istituto di Analisi dei Sistemi ed Informatica "A. Ruberti" - CNR, Roma, Italy 00185
Venue:
Computational Optimization and Applications
Year:
2006

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Abstract

In this paper, a Gauss-Newton method is proposed for the solution of large-scale nonlinear least-squares problems, by introducing a truncation strategy in the method presented in [9]. First, sufficient conditions are established for ensuring the convergence of an iterative method employing a truncation scheme for computing the search direction, as approximate solution of a Gauss-Newton type equation. Then, a specific truncated Gauss-Newton algorithm is described, whose global convergence is ensured under standard assumptions, together with the superlinear convergence rate in the zero-residual case. The results of a computational experimentation on a set of standard test problems are reported.