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Section Navigation

  • BFGS (Broyden-Fletcher-Goldfarb-Shanno) minimizer
  • Damped Gauss-Newton minimizer
  • Conjugate Gradient Minimizer (Fletcher-Reeves imp.)
  • Steepest Descent Minimizer
  • Levenberg-Marquardt Minimizer
  • Levenberg-Marquardt MD Minimizer
  • Conjugate Gradient Minimizer (Polak-Ribiere imp.)
  • Simplex Minimizer
  • Trust Region Minimizer
  • Fit Minimizers
  • Trust Region Minimizer

Trust Region Minimizer#

This minimizer is a hybrid Gauss-Newton/Quasi-Newton method, that makes use of a trust region.

It is a reimplementation of part of RALFit_nonlinear least squares solver.

It is listed in a comparison of fitting minimizers.

Reference#

  • A higher order method for solving nonlinear least-squares problems, N.I.M. Gould, T.Rees, and J.A. Scott, RAL-P-2017-010

Category: FitMinimizers

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