1994
DOI: 10.1007/bf01582221
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On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds

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Cited by 1,061 publications
(602 citation statements)
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“…It was decided to do all curve-fitting with MATLAB's lsqcurvefit function, which is based on the interiorreflective Newton method described in Ref (21,22) This approach was reliable for all models using the following fitting parameters: tolerance ("TolFun") 10 -12 , maximum number of iterations ("MaxIter") 2000, maximum function evaluations ("MaxFunEvals") 10000, maximum preconditioned conjugate gradient iterations ("MaxPCGIter") 1. Bound constraints 1/5000 ≤ μ j ≤ 1/50 and 1/500 ≤ ν j , ν sys ≤ 5 were used to prevent μ j → ∞ or ν j → ∞ , which remained problematic for the optimization algorithm (since the fitted signal became zero before the first data point).…”
Section: Discussionmentioning
confidence: 99%
“…It was decided to do all curve-fitting with MATLAB's lsqcurvefit function, which is based on the interiorreflective Newton method described in Ref (21,22) This approach was reliable for all models using the following fitting parameters: tolerance ("TolFun") 10 -12 , maximum number of iterations ("MaxIter") 2000, maximum function evaluations ("MaxFunEvals") 10000, maximum preconditioned conjugate gradient iterations ("MaxPCGIter") 1. Bound constraints 1/5000 ≤ μ j ≤ 1/50 and 1/500 ≤ ν j , ν sys ≤ 5 were used to prevent μ j → ∞ or ν j → ∞ , which remained problematic for the optimization algorithm (since the fitted signal became zero before the first data point).…”
Section: Discussionmentioning
confidence: 99%
“…[8] and [9]: [27] is attained. In the present article, a nonlinear least-squares optimization algorithm, known as the trust-region-reflective algorithm, [57,58] was applied. In order to reduce dispersive errors of de p appearing due to complex loading and, consequently, yielding on a discrete grid, the Savitzky-Golay filter [59] was applied on a temporally overlaid de p signal.…”
Section: ½23mentioning
confidence: 99%
“…From Equation (12), the number of failures in each interval is given by (20) can then be written in matrix form as: Since Q is highly non-linear, the above minimum is solved by a large-scale algorithm which is a subspace trust region method and is based on the interior-reflective Newton method [15] [16] . With the values  and , by equations (19) and (24) an estimate for the parameter  can be obtained.…”
Section: Least Squares Estimatesmentioning
confidence: 99%