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TENSOR METHODS FOR LARGE, SPARSE NONLINEAR LEAST SQUARES PROBLEMS
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DOI：10.1137/S1064827596297549.png)
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This paper introduces tensor methods for solving large, sparse nonlinear least squares problems where the Jacobian either is analytically available or is computed by finite difference approximations. Tensor methods have been shown to have very good computational performance for small to medium-sized, dense nonlinear least squares problems. In this paper we consider the application of tensor methods to large, sparse nonlinear least squares problems where a sparse factorization of the Jacobian can be stored. This involves an entirely new way of solving the tensor model that is efficient for sparse problems. A number of interesting linear algebraic implementation issues are addressed. The test results of the tensor method applied to a set of sparse nonlinear least squares problems compared with those of the standard Gauss-Newton method reveal that the tensor method is significantly more robust and efficient than the standard Gauss-Newton method.
Keyword:
tensor methods
sparse problems
large-scale optimization
rank-deficient matrices
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