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An effective numerical method is presented for optimizing model parameters that can be applied to any type of system of non-linear equations and any number of data-points, which does not require explicit formulation of the objective…

Numerical Analysis · Mathematics 2022-03-09 M. H. A. Piro , J. S. Bell , M. Poschmann , A. Prudil , P. Chan

The robust adjustment of nonlinear models to data is considered in this paper. When data comes from real experiments, it is possible that measurement errors cause the appearance of discrepant values, which should be ignored when adjusting…

Optimization and Control · Mathematics 2019-12-02 E. V. Castelani , R. Lopes , W. V. I. Shirabayashi , F. N. C. Sobral

In this article we propose a novel strategy for choosing the Lagrange multipliers in the Levenberg-Marquardt method for solving ill-posed problems modeled by nonlinear operators acting between Hilbert spaces. Convergence analysis results…

Numerical Analysis · Mathematics 2020-11-12 A. Leitao , F. Margotti , B. F. Svaiter

We herein propose a variant of the projected inexact Levenberg--Marquardt method (ILMM) for solving constrained nonsmooth equations. Since the orthogonal projection onto the feasible set may be computationally expensive, we propose a local…

Optimization and Control · Mathematics 2021-05-06 Fabiana R. de Oliveira , Fabrícia R. Oliveira

A q-Levenberg-Marquardt method is an iterative procedure that blends a q-steepest descent and q-Gauss-Newton methods. When the current solution is far from the correct one the algorithm acts as the q-steepest descent method. Otherwise the…

Optimization and Control · Mathematics 2021-07-08 Danijela Protic , Miomir Stankovic

Many nonlinear differential equations arising from practical problems may permit nontrivial multiple solutions relevant to applications, and these multiple solutions are helpful to deeply understand these practical problems and to improve…

Optimization and Control · Mathematics 2025-04-17 Lin Li , Yuheng Zhou , Pengcheng Xie , Huiyuan Li

In this article a modified Levenberg-Marquardt method coupled with a Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations is investigated. We show that the proposed method is a convergent…

Numerical Analysis · Mathematics 2020-11-20 J. Baumeister , B. Kaltenbacher , A. Leitao

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…

Numerical Analysis · Mathematics 2022-06-24 Neophytos Charalambides , Mert Pilanci , Alfred O. Hero

We present a variational algorithm for solving the classical inverse Sturm-Liouville problem in one dimension when two spectra are given. All critical points of the least squares functional are at global minima, which which suggests…

Numerical Analysis · Mathematics 2009-11-11 Norbert Roehrl

Nonnegative (linear) least square problems are a fundamental class of problems that is well-studied in statistical learning and for which solvers have been implemented in many of the standard programming languages used within the machine…

Optimization and Control · Mathematics 2022-03-09 Jelena Diakonikolas , Chenghui Li , Swati Padmanabhan , Chaobing Song

Differentiable systems in this paper means systems of equations that are described by differentiable real functions in real matrix variables. This paper proposes algorithms for finding minimal rank solutions to such systems over (arbitrary…

Optimization and Control · Mathematics 2017-05-30 Thanh Hieu Le

An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions. Convergence results of local type are obtained, as well as an estimate…

Optimization and Control · Mathematics 2011-03-03 Saverio Salzo , Silvia Villa

We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motivation of the algorithm we discuss the algorithm's properties including its complexity, and we present theoretical…

Data Structures and Algorithms · Computer Science 2016-11-15 Michael Lunglmayr , Christoph Unterrieder , Mario Huemer

Digital human animation relies on high-quality 3D models of the human face: rigs. A face rig must be accurate and, at the same time, fast to compute. One of the most common rigging models is the blendshape model. We propose a novel…

Machine Learning · Computer Science 2021-10-06 Stevo Rackovic , Claudia Soares , Dusan Jakovetic , Zoranka Desnica

In this paper, we consider a modified Levenberg--Marquardt method for solving an ill-posed inverse problem where the forward mapping is not G\^ateaux differentiable. By relaxing the standard assumptions for the classical smooth setting, we…

Numerical Analysis · Mathematics 2019-09-10 Christian Clason , Vu Huu Nhu

The problem of polynomial least squares fitting in the standard Lagrange basis is addressed in this work. Although the matrices involved in the corresponding overdetermined linear systems are not totally positive, rectangular totally…

Numerical Analysis · Mathematics 2023-09-25 Ana Marco , José-Javier Martínez , Raquel Viaña

In these notes we propose and analyze an inertial type method for obtaining stable approximate solutions to nonlinear ill-posed operator equations. The method is based on the Levenberg-Marquardt (LM) iteration. The main obtained results…

Numerical Analysis · Mathematics 2024-06-12 Antonio Leitão , Joel C. Rabelo , Dirk A. Lorenz , Maximilian Winkler

Globally convergent variants of the Gauss-Newton algorithm are often the methods of choice to tackle nonlinear least-squares problems. Among such frameworks, Levenberg-Marquardt and trust-region methods are two well-established, similar…

Optimization and Control · Mathematics 2021-11-22 E. Bergou , Y. Diouane , V. Kungurtsev , C. W. Royer

Parameter reconstruction is a common problem in optical nano metrology. It generally involves a set of measurements, to which one attempts to fit a numerical model of the measurement process. The model evaluation typically involves to solve…

Computational Physics · Physics 2021-07-13 Matthias Plock , Sven Burger , Philipp-Immanuel Schneider

The paper covers a formulation of the inverse quadratic programming problem in terms of unconstrained optimization where it is required to find the unknown parameters (the matrix of the quadratic form and the vector of the quasi-linear part…

Numerical Analysis · Computer Science 2017-01-09 E. G. Abramov