Li, Zheng Feng; Osborne, Michael; Prvan, Tania
This paper is concerned with the implementation and testing of an algorithm for solving constrained least-squares problems. The algorithm is an adaptation to the least-squares case of sequential quadratic programming (SQP) trust-region methods for solving general constrained optimization problems. At each iteration, our local quadratic subproblem includes the use of the Gauss-Newton approximation but also encompasses a structured secant approximation along with tests of when to use this...[Show more]
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