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A Levenberg–Marquardt Method for Nonsmooth Regularized Least Squares

Aleksandr Y. Aravkin, Robert Baraldi, Dominique Orban

2024SIAM Journal on Scientific Computing14 citationsDOI

Topics & Concepts

Levenberg–Marquardt algorithmMathematicsApplied mathematicsLeast-squares function approximationAlgorithmNon-linear least squaresIteratively reweighted least squaresMathematical optimizationArtificial intelligenceEstimation theoryStatisticsComputer scienceArtificial neural networkEstimatorNumerical methods in inverse problemsStatistical and numerical algorithmsSparse and Compressive Sensing Techniques
A Levenberg–Marquardt Method for Nonsmooth Regularized Least Squares | Litcius