search for: bonnan

...gorithm, while the use of the Levenberg-Marquardt (LM) algorithm does not seem to be very stressed in R. According to this [1] by Ripley, 'Levenberg-Marquardt is hardly competitive these days' which could imply the low emphasize on LM in R. The position of LM is, to some extend, confusing. Bonnans et al [2] introduce the trust-region-based method of LM like this: 'This chapter is mostly devoted to methods which, although less "universal" than the preceding, are useful in a good number of cases. The frst one (trust-region) is actually extremely important, and might supersede l...