/gauss_newton_optimization

[Optimization Algorithms] Implementation of Nonlinear least square curve fitting using the Gauss-Newton method and Armijio’s line search.

Primary LanguageMATLAB

FMAN61 Optimization Project

Gauss-Newton method with Armijio’s line search

This MatLab implementation of the Gauss-Newton method and Armijio’s line search is applied to a non-linear least square curve fitting problem.

This is the final project in FMAN61 Optimization methods, given at the Mathematics Department at Lund School of Engineering. Originally a course aimed at students doing a master's in mathematics or physics, I had the opportunity to take it as part of my bachelor's degree.