Skip to main content
U.S. flag

An official website of the United States government

Official websites use .gov
A .gov website belongs to an official government organization in the United States.

Secure .gov websites use HTTPS
A lock ( ) or https:// means you’ve safely connected to the .gov website. Share sensitive information only on official, secure websites.

Variable Projection for Nonlinear Least Squares Problems

Published

Author(s)

Dianne M. O'Leary, Bert W. Rust

Abstract

The variable projection algorithm of Golub and Pereyra (1973) has proven to be quite valuable in the solution of nonlinear least squares problems in which a substantial number of the parameters are linear. Its advantages are efficiency and, more importantly, a better likelihood of finding a global minimizer rather than a local one. The purpose of our work is to provide a "modern" implementation of this algorithm so that it can be easily used. We consider how 35 years of changes in hardware and software influence our software design, and we provide a more robust algorithm that can also handle constraints on the parameters.
Citation
ACM Transactions on Mathematical Software

Keywords

nonlinear least squares, variable projection algorithm, varpro

Citation

O'Leary, D. and Rust, B. (2012), Variable Projection for Nonlinear Least Squares Problems, ACM Transactions on Mathematical Software, [online], https://doi.org/10.1007/s10589-012-9492-9 (Accessed April 24, 2024)
Created August 1, 2012, Updated October 12, 2021