A simple Marquardt algorithm for the nonlinear least-squares problem

Masashi Okamoto and Masamori Ihara

Statistics & Probability Letters, 1983, vol. 1, issue 6, 301-305

Abstract: A new implementation of the Marquardt method for the nonlinear least-squares problem is presented. The algorithm is very simple but its performance with nine test functions is at least comparable with either Davidon-Fletcher-Powell's method or Moré's adaptive Marquardt method.

Keywords: Marquardt; algorithm; nonlinear; least-squares; problem (search for similar items in EconPapers)
Date: 1983
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