Timothy J. Lewis

Adaptive Hybrid Subspace Levenberg Marquardt Algorithm with Adequacy Monitor for Large Scale Least Squares Problems

The Levenberg-Marquardt (LM) algorithm is the most widely used method for solving nonlinear least-squares problems, as it combines the robustness of steepest descent with the fast local convergence of the Gauss-Newton method. However, its computational cost can become prohibitive for large-scale problems because each i...