2019
DOI: 10.1007/s12532-019-00161-7
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A derivative-free Gauss–Newton method

Abstract: We present DFO-GN, a derivative-free version of the Gauss-Newton method for solving nonlinear least-squares problems. As is common in derivative-free optimization, DFO-GN uses interpolation of function values to build a model of the objective, which is then used within a trust-region framework to give a globally-convergent algorithm requiring O( −2 ) iterations to reach approximate first-order criticality within tolerance . This algorithm is a simplification of the method from [H. Zhang, A. R. Conn, and K. Sch… Show more

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Cited by 45 publications
(90 citation statements)
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“…At a higher C-rate of 0.5C ( Figure 4b) and 2C (Figure 4c), the concentrations become spatially inhomogeneous, which leads to concentration overpotentials that limit the accessible capacity. A Derivative-Free Gauss-Newton method [24] was also used to fit the model to data from a series of constantcurrent discharges of a 17 Ah BBOXX Solar Home battery at intervals of 0.5 A from 3 A to 0.5 A ( Figure 5). Each constant-current discharge is followed by a two-hour rest period during which the current is zero.…”
Section: Resultsmentioning
confidence: 99%
“…At a higher C-rate of 0.5C ( Figure 4b) and 2C (Figure 4c), the concentrations become spatially inhomogeneous, which leads to concentration overpotentials that limit the accessible capacity. A Derivative-Free Gauss-Newton method [24] was also used to fit the model to data from a series of constantcurrent discharges of a 17 Ah BBOXX Solar Home battery at intervals of 0.5 A from 3 A to 0.5 A ( Figure 5). Each constant-current discharge is followed by a two-hour rest period during which the current is zero.…”
Section: Resultsmentioning
confidence: 99%
“…Since this budget is much larger than is often used for testing (e.g. [29,4]), we show data profiles with a log-scale for budget, so we can easily compare solvers both for large budgets (to check robustness) and for realistically small budgets. For the CUTEst problems (CR), we used a much smaller budget of 50(n + 1) evaluations, to represent the other regime, where objectives are expensive to evaluate.…”
Section: Solver Settingsmentioning
confidence: 99%
“…Comparisons to Related Software In our numerical results, we compare DFO-LS to DFO-GN [4] and DFBOLS [29], also designed for nonlinear least-squares problems 1 . We find that using different default parameters for noisy problems, coupled with multiple restarts, makes DFO-LS have substantially improved robustness to noise over both DFO-GN and DFBOLS, without the early loss of performance associated with sample averaging and regression models.…”
Section: Introductionmentioning
confidence: 99%
“…To fit our model to the data, we minimise the sumof-squares of the voltage prediction error. We do this in Python with both a derivative-based (leastsquares [18]) or derivative-free (DFO-GN [19]) optimisation algorithm.…”
Section: Parameter Fittingmentioning
confidence: 99%