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Linear M-estimation with bounded variables
Luleå University of Technology, Department of Engineering Sciences and Mathematics, Mathematical Science.
1997 (English)In: BIT Numerical Mathematics, ISSN 0006-3835, E-ISSN 1572-9125, Vol. 37, no 1, p. 13-23Article in journal (Refereed) Published
Abstract [en]

A subproblem in the trust region algorithm for non-linear M-estimation by Ekblom and Madsen is to find the restricted step. It is found by calculating the M-estimator of the linearized model, subject to anL 2-norm bound on the variables. In this paper it is shown that this subproblem can be solved by applying Hebden-iterations to the minimizer of the Lagrangian function. The new method is compared with an Augmented Lagrange implementation.

Place, publisher, year, edition, pages
1997. Vol. 37, no 1, p. 13-23
National Category
Computational Mathematics
Research subject
Scientific Computing
Identifiers
URN: urn:nbn:se:ltu:diva-8007DOI: 10.1007/BF02510169ISI: A1997WK05500002Local ID: 67207e00-ac52-11db-aeba-000ea68e967bOAI: oai:DiVA.org:ltu-8007DiVA, id: diva2:980897
Note
Godkänd; 1997; 20070125 (evan)Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2018-07-10Bibliographically approved

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Edlund, Ove

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