Abstract

Computational results are presented for Davidon's new least-square algorithm. Computational experience with this algorithm is reported which motivated the development of a production code version of the algorithm. Several heuristic modifications, which have been added, are described. Fifteen zero-residual test problems have been used in comparing the new production code version with two established versions of the Levenberg-Marquardt algorithm. The production code version of Davidon's least-square algorithm performed faster and used less function evaluations than the Levenberg-Marquardt algorithm in almost every case of the test problems.

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