Published April 5, 2019 | Version v1.0.2
Software Open

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

  • 1. University of Oxford

Description

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.

Files

numericalalgorithmsgroup/dfogn-v1.0.2.zip

Files (2.0 MB)

Name Size Download all
md5:d63575e67798840165198f75b05e4257
2.0 MB Preview Download

Additional details

Related works