Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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nonlinear_least_squares

Description

Dakota's least squares branch currently contains three methods for solving nonlinear least squares problems:

  • NL2SOL, a trust-region method that adaptively chooses between two Hessian approximations (Gauss-Newton and Gauss-Newton plus a quasi-Newton approximation to the rest of the Hessian)
  • NLSSOL, a sequential quadratic programming (SQP) approach that is from the same algorithm family as NPSOL
  • Gauss-Newton, which supplies the Gauss-Newton Hessian approximation to the full-Newton optimizers from OPT++.

The important difference of these algorithms from general-purpose optimization methods is that the response set is defined by calibration terms (e.g. separate terms for each residual), rather than an objective function. Thus, a finer granularity of data is used by least squares solvers as compared to that used by optimizers. This allows the exploitation of the special structure provided by a sum of squares objective function.

Related Topics

Related Keywords

  • nl2sol : Trust-region method for nonlinear least squares
  • nlssol_sqp : Sequential Quadratic Program for nonlinear least squares