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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: 8,718
Registered: 7/26/08
Re: Non-linear optimization
Posted: Mar 7, 2013 3:25 AM
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"Matt J" wrote in message <kh8skk$s6c$1@newscl01ah.mathworks.com>...

> Bear in mind also that generic LM doesn't use the Jacobian of the cost function F(x), but rather the Hessian of F, or equivalently the Jacobian of F's gradient. This not only means a possibly intensive Hessian calculation, but also when you solve the update equation

What you pointed out is the difference between Quasi-Newton and Newton. True both can be implemented with LM.

In practice quasi-Newton is quasi sufficient.

Bruno



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