Optimization Toolbox

Nonlinear Least Squares Implementation

For a general survey of nonlinear least squares methods, see Dennis [9]. Specific details on the Levenberg-Marquardt method can be found in Moré [28]. Both the Gauss-Newton method and the Levenberg-Marquardt method are implemented in the Optimization Toolbox. Details of the implementations are discussed below:

• Gauss-Newton Implementation
• Levenberg-Marquardt Implementation

Levenberg-Marquardt Method

Gauss-Newton Implementation