Handling bound constraints by the Levenberg-Marquardt algorithm

14 次查看（过去 30 天）
Igor
Igor 2019-1-29
编辑： Xingwang Yong 2021-4-27
Hello,
Could anyone please tell me why the Levenberg-Marquardt algorithm embedded in "lsqnonlin" does not handle bound constraints, while the other one ("trust-region-reflective") does?
There are implementations of the Levenberg-Marquardt algorithm that do accept bound constraints, so what is the principle limitation explaining why this has not been implemented in "lsqnonlin"?
Thank you!
Igor.

请先登录，再回答此问题。

采纳的回答

Matt J
Matt J 2019-1-29
编辑：Matt J 2019-1-29
The theory of Levenberg-Marquardt does not define a way to handle bound constraints. If, as you claim, there are modifications of classical LM that support bounds, I surmise that they involve manipulations similar in spirit to what is done in the trust-region algorithm.
  3 个评论
显示 1更早的评论
Matt J
Matt J 2019-1-29
Trust region methods are a very large family, but I don't know of a widely accepted term for Matlab's specific implementation. Maybe you should just cite Coleman and Li.

请先登录，再进行评论。

更多回答（1 个）

Xingwang Yong
Xingwang Yong 2021-4-27
编辑：Xingwang Yong 2021-4-27
In matlab2020b, the doc of lsqcurvefit() has removed "The Levenberg-Marquardt algorithm does not handle bound constraints". So it support bound constraints in LM, can be seen in release notes and doc.

类别

在 Help Center 和 File Exchange 中查找有关 Particle Swarm 的更多信息

标签

产品

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by