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On the convergence of an inexact Gauss–Newton trust-region method for nonlinear least-squares problems with simple bounds

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Abstract

We introduce an inexact Gauss–Newton trust-region method for solving bound-constrained nonlinear least-squares problems where, at each iteration, a trust-region subproblem is approximately solved by the Conjugate Gradient method. Provided a suitable control on the accuracy to which we attempt to solve the subproblems, we prove that the method has global and asymptotic fast convergence properties. Some numerical illustration is also presented.

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  1. Namur Center for Complex Systems (NAXYS), FUNDP-University of Namur, 61, rue de Bruxelles, 5000, Namur, Belgium

    Margherita Porcelli

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  1. Margherita Porcelli
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Correspondence to Margherita Porcelli.

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Porcelli, M. On the convergence of an inexact Gauss–Newton trust-region method for nonlinear least-squares problems with simple bounds. Optim Lett 7, 447–465 (2013). https://doi.org/10.1007/s11590-011-0430-z

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  • DOI: https://doi.org/10.1007/s11590-011-0430-z

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