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DFO-GN: Derivative-Free Optimization using Gauss-Newton

Coralia Cartis; Lindon Roberts

DFO-GN is a derivative-free Gauss-Newton method, which can solve nonlinear least-squares problems without requiring derivatives of the objective.

URL: https://github.com/numericalalgorithmsgroup/dfogn

Documentation: https://numericalalgorithmsgroup.github.io/dfogn/

More information about DFO-GN can be found in the paper A Derivative-Free Gauss-Newton Method. A preprint is available here.

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