petsc-3.14.6 2021-03-30
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TAOBRGN

 Bounded Regularized Gauss-Newton method for solving nonlinear least-squares problems with bound constraints. This algorithm is a thin wrapper around TAOBNTL that constructs the Gauss-Newton problem with the user-provided least-squares residual and Jacobian. The algorithm offers an L2-norm ("l2pure"), L2-norm proximal point ("l2prox") regularizer, and L1-norm dictionary regularizer ("l1dict"), where we approximate the L1-norm ||x||_1 by sum_i(sqrt(x_i^2+epsilon^2)-epsilon) with a small positive number epsilon. Also offered is the "lm" regularizer which uses a scaled diagonal of J^T J. With the "lm" regularizer, BRGN is a Levenberg-Marquardt optimizer. The user can also provide own regularization function.

Options Database Keys

-tao_brgn_regularization_type - regularization type ("user", "l2prox", "l2pure", "l1dict", "lm") (default "l2prox")
-tao_brgn_regularizer_weight - regularizer weight (default 1e-4)
-tao_brgn_l1_smooth_epsilon - L1-norm smooth approximation parameter: ||x||_1 = sum(sqrt(x.^2+epsilon^2)-epsilon) (default 1e-6)

Level

beginner

Location

src/tao/leastsquares/impls/brgn/brgn.c

Examples

src/tao/leastsquares/tutorials/cs1.c.html
src/tao/leastsquares/tutorials/tomography.c.html

Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages