A quasi-Newton two-step method for the residual function minimization
Numerical methods and programming, Tome 10 (2009) no. 1, pp. 75-82
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A quasi-Newton two-step method is proposed for the minimization of a residual function with consideration of the raviness of the function being minimized. At each iteration of this method, the parameters are displaced in two steps. This allows one to get around the bends of the ravine bottom and to accelerate the minimization process. The method is used to solve numerically a model problem of hydraulic conductivity identification for a three-dimensional anisotropic confined aquifer and to minimize several test functions. The efficiency of the
two-step method is shown in comparison with one of the versions of the Levenberg-Marquardt method.
Keywords:
minimization of residual function; inverse problem.
@article{VMP_2009_10_1_a8,
author = {P. A. Mazurov and A. V. Elesin and A. Sh. Kadyrova},
title = {A {quasi-Newton} two-step method for the residual function minimization},
journal = {Numerical methods and programming},
pages = {75--82},
publisher = {mathdoc},
volume = {10},
number = {1},
year = {2009},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMP_2009_10_1_a8/}
}
TY - JOUR AU - P. A. Mazurov AU - A. V. Elesin AU - A. Sh. Kadyrova TI - A quasi-Newton two-step method for the residual function minimization JO - Numerical methods and programming PY - 2009 SP - 75 EP - 82 VL - 10 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VMP_2009_10_1_a8/ LA - ru ID - VMP_2009_10_1_a8 ER -
P. A. Mazurov; A. V. Elesin; A. Sh. Kadyrova. A quasi-Newton two-step method for the residual function minimization. Numerical methods and programming, Tome 10 (2009) no. 1, pp. 75-82. http://geodesic.mathdoc.fr/item/VMP_2009_10_1_a8/