On solving nonlinear least squares problems with approximate Jacobian matrix

XIAO Xian-Tao

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On solving nonlinear least squares problems with approximate Jacobian matrix

XIAO Xian-Tao

School of Mathematical Sciences, Dalian University of Technology, Dalian 116023

*Correspondence author

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Funding: Specialized Research Fund for the Doctoral Program of Higher Education （No.20110041120039）

Opened online:26 November 2015

Accepted by: none

Citation: XIAO Xian-Tao.On solving nonlinear least squares problems with approximate Jacobian matrix[OL]. [26 November 2015] http://en.paper.edu.cn/en_releasepaper/content/4661220

Gauss-Newton method is a classical method for solving nonlinear least square problems. However, in many applications, the Jacobian matrix is usually impossible or expensive to compute exactly. In this paper, we consider the Gauss-Newton methods based on approximate Jacobian matrix. Under some mild conditions, we show that the methods are convergent.

Keywords:operational research, Gauss-Newton method, approximate Jacobian matrix

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