The Levenberg-Marquardt [96] optimizer (LMMIN) uses a so-called trust
region method where the search direction is a combination of steepest
descent and the Newton direction. The search direction is defined by:
The value of is adjusted based on the last evaluation.
For a value of
the direction
results in the Newton
direction, whereas for
the direction
is common to
the steepest descent method.
The implementation used in the presented examples is based on the MINPACK project [97,98].
2003-03-27