Bounded Regularized Gauss-Newton method for solving nonlinear least-squares problems with bound constraints. This algorithm is a thin wrapper around TAOBNTL that constructs the Gauss-Newton problem with the user-provided least-squares residual and Jacobian. The algorithm offers both an L2-norm proximal point ("l2prox") regularizer, and a L1-norm dictionary regularizer ("l1dict"), where we approximate the L1-norm ||x||_1 by sum_i(sqrt(x_i^2+epsilon^2)-epsilon) with a small positive number epsilon. The user can also provide own regularization function.
Options Database Keys
+ -tao_brgn_regularization_type - regularization type ("user", "l2prox", "l1dict") (default "l2prox")
. -tao_brgn_regularizer_weight - regularizer weight (default 1e-4)
- -tao_brgn_l1_smooth_epsilon - L1-norm smooth approximation parameter: ||x||_1 = sum(sqrt(x.^2+epsilon^2)-epsilon) (default 1e-6)
Index of all Tao routines
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Index of all manual pages