Accession Number:

ADA045594

Title:

Least Squares Viewed as a General Optimization Problem.

Descriptive Note:

Technical rept.,

Corporate Author:

MISSOURI UNIV-COLUMBIA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1977-06-16

Pagination or Media Count:

24.0

Abstract:

Least squares problems arise when one attempts to fit a model y nx,beta to points y1,x1,...,yn,xn. Solutions to such problems are obtained by optimizing the sum of squared deviations over an admissible region. This paper discusses the basic theory of optimization for a general objective function and applies this material to both the linear and nonlinear least squares problems. In linear least squares normal equations for both the full rank and less than full rank cases are considered and the Kuhn-Tucker conditions are used to obtain the normal equations under linear inequality constraints. In nonlinear least squares, different iterative procedures, which may be used to obtain a solution, are discussed. The methods considered are steepest descent, Newton-Raphson, Gauss-Newton, Hartleys modified Gauss-Newton, and that of Marquardt. Results are obtained which relate Marquardts method to equality constrained least squares. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE