Title
Variable projection for nonlinear least squares problems
Abstract
The variable projection algorithm of Golub and Pereyra (SIAM J. Numer. Anal. 10:413---432, 1973) has proven to be quite valuable in the solution of nonlinear least squares problems in which a substantial number of the parameters are linear. Its advantages are efficiency and, more importantly, a better likelihood of finding a global minimizer rather than a local one. The purpose of our work is to provide a more robust implementation of this algorithm, include constraints on the parameters, more clearly identify key ingredients so that improvements can be made, compute the Jacobian matrix more accurately, and make future implementations in other languages easy.
Year
DOI
Venue
2013
10.1007/s10589-012-9492-9
Comp. Opt. and Appl.
Keywords
DocType
Volume
Data fitting,Model fitting,Variable projection method,Nonlinear least squares problems,Jacobian approximation,Least squares approximation,Statistical software,Mathematical software design and analysis
Journal
54
Issue
ISSN
Citations 
3
0926-6003
19
PageRank 
References 
Authors
1.08
3
2
Name
Order
Citations
PageRank
O'Leary, Dianne P.11064222.93
Bert W. Rust2355.50