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optimizationoctaveleast-squares

What is lm_svd_feasible algorithm in Octave optim package?


I am using lsqcurvefit function from optim package in Octave for non-linear LSQ optimization. In documentation of function its written, only 'lm_svd_feasible' back-end algorithm is available. Which algorithm is it ?


Solution

  • That is described in the manual of the optim package. If you type optim_doc at the Octave prompt (with the optim package loaded), you get the optim manual where that algorithm is described. To search on the manual, type s or /. Note that Regexp search []: appears at the bottom of the window. Type lm_svd_feasible and then enter. The first result will be in the menu:

    Optimization backends
    * lm_svd_feasible::            L/M algorithm with SVD, constraints met
                                     throughout optimization.
    

    That is actually a link. Since your cursor will already be above lm_svd_feasible, press enter again which will take you to the section "Default backend lm_svd_feasible of residual minimization".

    Octave and Octave Forge packages use the info format, so see the info manual for instructions. Alternatively, the manual is also online in HTML