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Re: [Help-gsl] new NLS interface

From: Patrick Alken
Subject: Re: [Help-gsl] new NLS interface
Date: Thu, 8 Sep 2016 12:07:09 -0600
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  Underneath the trust region solver, there are several methods to
choose from, specified by the "trust region subproblem" variable "trs"
in the gsl_multifit_nlinear_parameters. There is LM, dogleg,
double-dogleg, and 2D subspace. You need to set the variable:

fdf_params.trs =

to select a different method. There are several example programs
illustrating the different methods.

The top-level method gsl_multifit_nlinear_trust is there to allow
possible expansion to other methods, such as line-search.

Currently, the new interface does not directly support Tikhonov
regularization, but I do plan to add this soon. In the mean time you can
use the old interface, or implement it directly in your residual and
Jacobian functions.


On 09/08/2016 06:07 AM, viktor drobot wrote:
> Hello everyone! Am I right that in new NLS implementation there is only one
> solver - gsl_multifit_nlinear_trust? But in documentation there is example
> where the solver inits with gsl_multifit_nlinear_lm type of solver... I
> can't find more gsl_multifit_nlinear_type predefined variables...
> And one more question: where is the Tikhonov's regularization procedure
> now? Is it deprecated?

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