Generalized Gauss–Newton method

The generalized Gauss–Newton method is a generalization of the least-squares method originally described by Carl Friedrich Gauss and of Newton's method due to Isaac Newton to the case of constrained nonlinear least-squares problems.[1]

References

  1. ↑ Golub, G. H.; Pereyra, V. (1973), "The differentiation of pseudo-inverses and nonlinear least squares problems whose variables separate", SIAM Journal on Numerical Analysis 10: 413–432, MR 0336980.