Using Levenberg-Marquardt method with matlab
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Hi all, I have a question about the using of Levenberg-Marquardt method with matlab. In fact, I have the following system, and I aim to solve the minimization problem for the h function :

So, I can get the intial solution with the SVD method h0. Now I want to apply the Levenberg-Marquardt optimization ,then I define my objective function (1) and I got the (2) fucntion after some optimization :

So, how can I apply the Levenberg-Marquardt method to the second function (2) , that is to say how can I refine the solution by minimizing Eq (2) using L.M. with matlab??
Answers (3)
Torsten
on 15 Mar 2016
0 votes
Any constraints on h ? If not, the obvious solution is h=0.
Best wishes
Torsten.
Mokhtar Bouain
on 15 Mar 2016
0 votes
Mokhtar Bouain
on 15 Mar 2016
0 votes
2 Comments
Torsten
on 15 Mar 2016
I don't understand why it should make a problem with objecive function (2) if you have a general Levenberg-Marquardt solver for equation (1).
Best wishes
Torsten.
Mokhtar Bouain
on 15 Mar 2016
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