Levenberg–Marquardt algorithm: Difference between revisions

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If a retrieved step length or the reduction of sum of squares to the latest parameter vector '''p''' fall short to predefined limits, the iteration is aborted and the last parameter vector '''p''' is considered to be the solution.
 
==References==
The algorithm was first published by [[Kenneth Levenberg]], while working at the [[Frankford Army Arsenal]]. It was rediscovered by [[Donald Marquardt]] who worked as a statistician at [[DuPont]].
 
* Levenberg, K. "A Method for the Solution of Certain Problems in Least Squares." Quart. Appl. Math. 2, 164-168, 1944.
* Marquardt, D. "An Algorithm for Least-Squares Estimation of Nonlinear Parameters." SIAM J. Appl. Math. 11, 431-441, 1963.
 
== External links ==
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*A [[C programming language]] implementation can be found at [https://sourceforge.net/projects/lmfit/ sourceforge::lmfit].
*[[gnuplot]] uses its own implementation [http://www.gnuplot.info/ gnuplot.info].
 
==References==
The algorithm was first published by [[Kenneth Levenberg]], while working at the [[Frankford Army Arsenal]]. It was rediscovered by [[Donald Marquardt]] who worked as a statistician at [[DuPont]].
 
* Levenberg, K. "A Method for the Solution of Certain Problems in Least Squares." Quart. Appl. Math. 2, 164-168, 1944.
* Marquardt, D. "An Algorithm for Least-Squares Estimation of Nonlinear Parameters." SIAM J. Appl. Math. 11, 431-441, 1963.
 
[[Category:Optimization algorithms]]