/Levenberg-Marquardt

Primary LanguageC

Levenberg-Marquardt

  1. Least Squares Minimization
  • Define the problem in Le_sq.c, including the number of variables n and the number of equations nf
  • Define the number of variables n in Levenberg_Marquardt.c
  • Build using ./build.sh
  1. General Optimization problem with single objective
  • Define the objective function and the number of variables n in fx.c
  • Define the number of variables n in Levenberg_Marquardt.c
  • Build using ./bfx.sh

After building the desired binary, run the execution script using ./exec.sh. This will execute the pre-written script in exec.sh to generate results for different parameter values. The script may be modified according to requirement. The executable for the project is titled LM and may be executed directly using

./LM arg1 arg2 arg3 arg4

It takes four runtime arguments defined as

  • arg1 : choice of line search -
    • 0 for exact
    • 1 for inexact
  • arg2 : value of gamma
  • arg3 : value of mu_1
  • arg4 : value of mu_2

The results of the run get appended to the file log.dat

Data format in log.dat

The following properties for each run are stored in the file, delimited by a space
Line-search-startegy    gamma    mu_1    mu_2    Function-value-at-convergence    Number-of-iterations    Solution-time