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Topic: Non-linear optimization
Replies: 32   Last Post: Mar 8, 2013 2:22 AM

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Bruno Luong

Posts: 9,822
Registered: 7/26/08
Re: Non-linear optimization
Posted: Mar 6, 2013 6:27 PM
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> As for Levenber-Marquardt, it should still converge under this scheme, though perhaps slowly. Working with F directly would without question be better, but then you have to code it yourself. I have searched for general Levenberg-Marquardt routines on the FEX and didn't find them. :-(

Not a generic LM, but rather than reinventing the wheel, one might save some work by changing the specific cost function and the Jacobian calculation of this code

Admittedly it takes some minimum skill to make the Jacobian calculation correct and fast.


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