levmar swMATH ID: 4809 Software Authors: M Lourakis Description: levmar : Levenberg-Marquardt nonlinear least squares algorithms in C/C++ This site provides GPL native ANSI C implementations of the Levenberg-Marquardt optimization algorithm, usable also from C++, Matlab, Perl, Python, Haskell and Tcl and explains their use. Both unconstrained and constrained (under linear equations, inequality and box constraints) Levenberg-Marquardt variants are included. The Levenberg-Marquardt (LM) algorithm is an iterative technique that finds a local minimum of a function that is expressed as the sum of squares of nonlinear functions. It has become a standard technique for nonlinear least-squares problems and can be thought of as a combination of steepest descent and the Gauss-Newton method. When the current solution is far from the correct one, the algorithm behaves like a steepest descent method: slow, but guaranteed to converge. When the current solution is close to the correct solution, it becomes a Gauss-Newton method. Homepage: http://www.ics.forth.gr/~lourakis/levmar/ Related Software: STRSCNE; MCPLIB; KELLEY; TRESNEI; CUTEr; SPGL1; Filtrane; GQTPAR; ALGENCAN; CUTE; EnKF; WEDGE; Maple; COBRA Toolbox; NLPModels.jl; Julia; SuperBot; TensorToolbox; SCCP; CoDoSol Cited in: 67 Publications all top 5 Cited by 137 Authors 8 Fischer, Andreas 6 Morini, Benedetta 4 Behling, Roger 4 Kanzow, Christian 4 Porcelli, Margherita 3 Du, Shouqiang 3 Gao, Yan 3 Iusem, Alfredo Noel 3 Izmailov, Alekseĭ F. 3 Li, Shengjie 3 Yamashita, Nobuo 2 Ahookhosh, Masoud 2 Bala Abubakar, Auwal 2 Bellavia, Stefania 2 Fleming, Ronan M. T. 2 Fukushima, Masao 2 Gonçalves, Douglas Soares 2 Jelitte, Mario 2 Kumam, Poom 2 Lebedev, I. M. 2 Macconi, Maria 2 Martínez, José Mario 2 Shifrin, Efim I. 2 Shukla, Pradyumn Kumar 2 Vuong, Phan Tu 2 Wang, Chuanwei 2 Wang, Yiju 2 Zhu, Detong 1 Al-Najjar, Camelia 1 Andreani, Roberto 1 Aragón Artacho, Francisco Javier 1 Araújo, G. H. M. 1 Arefidamghani, Reza 1 Awwal, Aliyu Muhammed 1 Bai, Fusheng 1 Basommi, Laari Prosper 1 Bello Cruz, Yunier Y. 1 Bi, Linfeng 1 Blaheta, Radim 1 Cai, Li 1 Cerqueti, Roy 1 Chelyubeev, D. A. 1 Chen, Xiongda 1 Chuluunbaatar, G. 1 Chuluunbaatar, Ochbadrakh 1 Çivicioğlu, Pınar 1 Croft, Wayne 1 Cui, Yiran 1 da Costa Neto, Ricardo Teixeira 1 Dang, Yazheng 1 del Baño Rollin, Sebastian 1 Elliott, Charles M. 1 Ficcadenti, Valerio 1 Francisco, Juliano B. 1 Galli, Leonardo 1 Germano, Guido 1 Gonçalves, Max L. N. 1 Guo, Jie 1 Guo, Lei 1 Guo, Zhihao 1 Gusev, Alexander A. 1 Haslinger, Jaroslav 1 Herrich, Markus 1 Hrtus, Rostislav 1 Hu, Yaohua 1 Jin, Ping 1 Júdice, Joaquim João 1 Kato, Zoltan 1 Ke, Yifen 1 Kou, Xipeng 1 Kozintsev, V. M. 1 Krejić, Nataša 1 Ladds, Graham 1 Li, Donghui 1 Li, Yiming 1 Li, Yingjie 1 Liang, Yumei 1 Lin, Enbing 1 Lin, Guihua 1 Ling, Chen 1 Lippiello, Vincenzo 1 Liu, Jinkui 1 Loiola, Bruna Rafaella 1 Ma, Changfeng 1 Ma, Fengming 1 Ma, Xiang 1 Malakooti, Behnam B. 1 Malakooti, Shahdi 1 Marini, Leopoldo 1 Miller, Karol 1 Mohammad, Hassan 1 Mohammad, Mutaz 1 Oliveira, Fabrícia R. 1 Peng, Zhen 1 Pereira, Camila Leão 1 Petra, Stefania 1 Popov, Aleksandr Leonidovich 1 Riccietti, Elisa 1 Ruggiero, Fabio 1 Sánta, Zsolt ...and 37 more Authors all top 5 Cited in 38 Serials 7 Journal of Computational and Applied Mathematics 7 Computational Optimization and Applications 4 Applied Mathematics and Computation 4 Optimization Methods & Software 3 Journal of Optimization Theory and Applications 3 Mathematical Problems in Engineering 2 Computers & Mathematics with Applications 2 Journal of Global Optimization 2 European Journal of Operational Research 2 Optimization Letters 1 Acta Mechanica 1 Journal of Mathematical Biology 1 Mathematics of Computation 1 Calcolo 1 Numerical Functional Analysis and Optimization 1 Operations Research Letters 1 Applied Numerical Mathematics 1 Acta Mathematicae Applicatae Sinica. English Series 1 Optimization 1 Numerical Algorithms 1 Applied Mathematical Modelling 1 Mathematical Programming. Series A. Series B 1 International Journal of Computer Vision 1 Computational and Applied Mathematics 1 Advances in Applied Clifford Algebras 1 Top 1 Advances in Computational Mathematics 1 European Journal of Mechanics. A. Solids 1 Computational Geosciences 1 Journal of Applied Mathematics 1 Journal of Applied Mathematics and Computing 1 Journal of Statistical Mechanics: Theory and Experiment 1 Pacific Journal of Optimization 1 Inverse Problems in Science and Engineering 1 Mathematical Geosciences 1 Set-Valued and Variational Analysis 1 Results in Applied Mathematics 1 Fixed Point Theory and Algorithms for Sciences and Engineering all top 5 Cited in 20 Fields 47 Operations research, mathematical programming (90-XX) 35 Numerical analysis (65-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 4 Information and communication theory, circuits (94-XX) 3 Computer science (68-XX) 3 Mechanics of deformable solids (74-XX) 3 Geophysics (86-XX) 3 Biology and other natural sciences (92-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Partial differential equations (35-XX) 2 Mechanics of particles and systems (70-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Systems theory; control (93-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Differential geometry (53-XX) 1 Probability theory and stochastic processes (60-XX) 1 Statistics (62-XX) 1 Quantum theory (81-XX) Citations by Year