ALGORITHM OF NON-LINEAR LEAST-SQUARES METHOD WITH SIMPLE LIMITATIONS ON VARIABLES

Y. P. Romanikhin
VANT. Ser.: Mat. Mod. Fiz. Proc. 1995. Вып.1-2. С. 106-110.

      Implementation of the non-linear least-squares method with apriori twosided limitations on variables is given. The optimization Gauss-Newton scheme was used. The linear equation systems which appeared m the problem were solved using orthogonal matrix transformations which allowed to considerably reduce requirements to information representation accuracy. It is shown that imposing two-sided limitations on the parameters of the approximating function is a rather powerful stabilizing factor extending the convergence domain of the non-linear least-squares method based on the Gauss-Newton method.