O'Leary, D.
and Rust, B.
(2012),
Variable Projection for Nonlinear Least Squares Problems, ACM Transactions on Mathematical Software, [online], https://doi.org/10.1007/s10589-012-9492-9
(Accessed December 26, 2024)
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Variable Projection for Nonlinear Least Squares Problems
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Abstract
The variable projection algorithm of Golub and Pereyra (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 "modern" implementation of this algorithm so that it can be easily used. We consider how 35 years of changes in hardware and software influence our software design, and we provide a more robust algorithm that can also handle constraints on the parameters.Citation
ACM Transactions on Mathematical Software
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Journals
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Keywords
nonlinear least squares, variable projection algorithm, varpro
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Created August 1, 2012, Updated October 12, 2021