LMLS solves a unconstrained nonlinear black box least squares problem. No derivatives are needed. A limited amount of noise is tolerated. The program was written by Morteza Kimiaei (University of Vienna). Please inform the author at kimiaeim83@univie.ac.at if you make serious use of this code. This directory contains a compressed tar file LMLSv1.0.tar.gz with
  • the Matlab source code for Version 1.0 (October 16, 2020),
  • a driver program driverLMLS.m showing its use,
  • and the paper M. Kimiaei and A. Neumaier, A new limited memory method for unconstrained nonlinear least squares, submitted (2020). This paper describes the method implemented and some test results. Please cite this paper when using this package in scientific work.

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    Arnold Neumaier (Arnold.Neumaier@univie.ac.at)