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Métodos de regiões de confiança para resolução do problema de quadrados mínimos: implementação e testes numéricos

The least squares problem has many applications in the field of optimization. In the present work, we use two strategies for its resolution: Levenberg-Marquardt and Conjugate Gradients. Each one exploits some problem features, and both are globalized by the trust-region strategy. Our contribution consists in the implementation of both methods using the CAS Maxima and in the comparative analysis of these methods in the resolution of a family of least squares problems from the literature.

Least squares; trust region; computational implementation


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