Levenberg–Marquardt algorithm: Difference between revisions

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The '''Levenberg-Marquardt algorithm''' provides a [[numericsnumerical analysis|numerical]] solution to the [[mathematics|mathematical]] problem of minimizing a sum of squares of several, generally nonlinear functions that depend on a common set of parameters.

This minimization problem arises especially in [[least squares]] [[curve fitting]] (see also: [[nonlinear programming]]).