6533b7d2fe1ef96bd125e9af

RESEARCH PRODUCT

Algorithms for Rational Discrete Least Squares Approximation Part I: Unconstrained Optimization

Peter Spellucci

subject

Mathematical optimizationComputer scienceNon-linear least squaresDiscrete optimizationConvergence (routing)Point (geometry)Quadratic unconstrained binary optimizationUnconstrained optimizationTotal least squaresAlgorithmLeast squares

description

In this paper a modification of L. Wittmeyer’s method ([1], [14]) for rational discrete least squares approximation is given which corrects for its failure to converge to a non-optimal point in general. The modification makes necessary very little additional computing effort only. It is analysed thoroughly with respect to its conditions for convergence and its numerical properties. A suitable implementation is shown to be benign in the sense of F. L. Bauer [2]. The algorithm has proven successful even in adverse situations.

yearjournalcountryeditionlanguage
1976-01-01
https://doi.org/10.1007/978-3-0348-5501-3_10