An iterative method for solving nonlinear least squares problems with nondifferentiable operator 

Author 
stepan.shakhno@lnu.edu.ua, halyna.yarmola@lnu.edu.ua; riakymch@kth.se
Ivan Franko National University of Lviv, Lviv, Ukraine; KTH Royal Institute of Technology, Stockholm, Sweden

Abstract 
An iterative differentialdifference method for solving nonlinear least squares problems is
proposed and studied. The method uses the sum of the derivative of the differentiable part
of the operator and the divided difference of the nondifferentiable part instead of computing
Jacobian. We prove the local convergence of the proposed method and compute its convergence
rate. Finally, we carry out numerical experiments on a set of test problems.

Keywords 
nonlinear least squares problem; differentialdifference method; divided differences; radius of
convergence; residual; error estimates

DOI 
doi:10.15330/ms.48.1.97107

Reference 
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Pages 
97107

Volume 
48

Issue 
1

Year 
2017

Journal 
Matematychni Studii

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