ICCOPT 2013 Talk, Room 1.5, Tuesday, July 30, 11:30-13:00

 Speaker: Maria A. Diniz-Ehrhardt, Department of Applied Mathematics, State University of Campinas (UNICAMP), Campinas, São Paulo, Brazil
 Title: A method for nonlinear least-squares problems based on simplex derivatives
 Co-authors: V. L. R. Lopes, Lucas Garcia Pedroso

 Abstract:
Scientific Program

We propose a derivative-free method for nonlinear least-squares problems. It is a Gauss-Newton-like algorithm, in which we use simplex derivatives instead of the Jacobian of the residual function. So, whereas the Gauss-Newton algorithm aproximates F(x) by a first-order Taylor polynomial at the current iterate, our approach utilizes an affine function which interpolates F(x) in n+1 previously chosen points. An analysis about the best choice for these points is done. In order to obtain convergence results, we apply a nonmonotone line-search technique introduced by Diniz-Ehrhardt, Martínez and Raydan, in 2008. Numerical experiments are presented.


 Talk in: Organized Session Tue.A.15 New derivative-free nonlinear optimization algorithms
 Cluster: Derivative-free and simulation-based optimization


 Go to: Tue.A
 Go to: unframed Scientific Program

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