Talk:Levenberg–Marquardt algorithm: Difference between revisions

Revision as of 08:03, 4 February 2008

Revision as of 08:04, 4 February 2008

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of the scaling is ones on all the diagonal elements of <math>\hat{J}^T\hat{J}</math>.

Note that more recent implementations that use the Levenberg-Marquardt tag do not include Marquardt's suggestion. It seems that clever choices of <math>\lamdalambda</math> result in reasonable robustness and less function evaluations.

== Reference to nonlinear programming ==