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Regularization of Nonlinear Least Squares Problems

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Nonlinear Least Squares for Inverse Problems

Part of the book series: Scientific Computation ((SCIENTCOMP))

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Abstract

We consider in this chapter various approaches for the regularization of the general NLS problem (1.10), recalled here for convenience:

$$\hat{x}\quad \mbox{ minimizes }\quad J(x) = \frac{1} {2}\|\varphi (x) - {z\|}_{F}^{2}\quad \mbox{ over }\quad C. $$
(5.1)

and we suppose throughout the chapter that it satisfies the minimum set of hypothesis (1.12) or (4.2).

We develop three of the five approaches described in Sect. 1.3.4 of the introduction: Levenberg–Marquardt–Tychonov (LMT), state-space, and adapted regularization. The two remaining approaches, regularization by parameterization and regularization by size reduction of the admissible parameter set, have been already addressed in Chaps. 3 and 4, respectively.

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Correspondence to Guy Chavent .

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Chavent, G. (2009). Regularization of Nonlinear Least Squares Problems. In: Nonlinear Least Squares for Inverse Problems. Scientific Computation. Springer, Dordrecht. https://doi.org/10.1007/978-90-481-2785-6_5

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  • DOI: https://doi.org/10.1007/978-90-481-2785-6_5

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  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-2784-9

  • Online ISBN: 978-90-481-2785-6

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