A Levenberg–Marquardt method for large nonlinear least-squares problems with dynamic accuracy in functions and gradients
暂无分享,去创建一个
[1] Mark W. Schmidt,et al. Hybrid Deterministic-Stochastic Methods for Data Fitting , 2011, SIAM J. Sci. Comput..
[2] Serge Gratton,et al. Preconditioning and globalizing conjugate gradients in dual space for quadratically penalized nonlinear-least squares problems , 2013, Comput. Optim. Appl..
[3] Jérôme Vialard,et al. Three- and Four-Dimensional Variational Assimilation with a General Circulation Model of the Tropical Pacific Ocean. Part I: Formulation, Internal Diagnostics, and Consistency Checks , 2003 .
[4] Yurii Nesterov,et al. Introductory Lectures on Convex Optimization - A Basic Course , 2014, Applied Optimization.
[5] Katya Scheinberg,et al. Stochastic optimization using a trust-region method and random models , 2015, Mathematical Programming.
[6] Barbara Kaltenbacher,et al. Iterative Regularization Methods for Nonlinear Ill-Posed Problems , 2008, Radon Series on Computational and Applied Mathematics.
[7] José Mario Martínez,et al. Inexact Restoration approach for minimization with inexact evaluation of the objective function , 2015, Math. Comput..
[8] Stephen J. Wright,et al. Numerical Optimization , 2018, Fundamental Statistical Inference.
[9] Serge Gratton,et al. Levenberg-Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation , 2016, SIAM/ASA J. Uncertain. Quantification.
[10] E. RICCIETTI. ON NON-STATIONARY TIKHONOV PROCEDURES FOR ILL-POSED NONLINEAR LEAST SQUARES PROBLEMS , 2017 .
[11] Nicholas I. M. Gould,et al. Trust Region Methods , 2000, MOS-SIAM Series on Optimization.
[12] D. Darling,et al. A Test of Goodness of Fit , 1954 .
[13] D K Smith,et al. Numerical Optimization , 2001, J. Oper. Res. Soc..
[14] Jinyan Fan,et al. Global complexity bound of the Levenberg–Marquardt method , 2016, Optim. Methods Softw..
[15] Michael W. Mahoney,et al. Sub-Sampled Newton Methods I: Globally Convergent Algorithms , 2016, ArXiv.
[16] Katya Scheinberg,et al. Convergence of Trust-Region Methods Based on Probabilistic Models , 2013, SIAM J. Optim..
[17] Natasa Krejic,et al. Nonmonotone line search methods with variable sample size , 2015, Numerical Algorithms.
[18] J. Blanchet,et al. Convergence Rate Analysis of a Stochastic Trust Region Method for Nonconvex Optimization , 2016 .
[19] Stefania Bellavia,et al. On an Elliptical Trust-Region Procedure for Ill-Posed Nonlinear Least-Squares Problems , 2018, J. Optim. Theory Appl..
[20] Y. Trémolet. Model‐error estimation in 4D‐Var , 2007 .
[21] Stefania Bellavia,et al. On an adaptive regularization for ill-posed nonlinear systems and its trust-region implementation , 2015, Comput. Optim. Appl..
[22] P. Courtier,et al. A strategy for operational implementation of 4D‐Var, using an incremental approach , 1994 .
[23] Katya Scheinberg,et al. Introduction to derivative-free optimization , 2010, Math. Comput..
[24] M. Stephens. EDF Statistics for Goodness of Fit and Some Comparisons , 1974 .
[25] M. Hanke. A regularizing Levenberg - Marquardt scheme, with applications to inverse groundwater filtration problems , 1997 .
[26] Jorge Nocedal,et al. Optimization Methods for Large-Scale Machine Learning , 2016, SIAM Rev..
[27] Yannick Trémolet,et al. 520 Model error estimation in 4 D-Var Yannick Trémolet , 2007 .
[28] Serge Gratton,et al. Observation thinning in data assimilation computations , 2015, EURO J. Comput. Optim..
[29] Peter Richtárik,et al. Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function , 2011, Mathematical Programming.
[30] J. Nocedal,et al. Exact and Inexact Subsampled Newton Methods for Optimization , 2016, 1609.08502.