Nonlinear Least-Squares Optimizer Extensions



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Nonlinear Least-Squares Optimizer Extensions

  Numerical errors resulting from the simulators discretization and integration algorithms, coupled with finite differences errors in the evaluation of the Jacobian could result in a poor convergence behavior of the Levenberg-Marquardt algorithm in the proximity of the solution. The use of a response surface quadratic approximation of the objective function near its minimum is suggested as a possible remedy. The model could be built using the task macromodeling existing capability. Indeed, It might be possible to use the task module extension language to prototype and evaluate this approach before the actual code development process is attempted.


Martin Stiftinger
Tue Aug 1 19:07:20 MET DST 1995