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From: | Patrick Alken |
Subject: | Re: [Help-gsl] Tikhonov regularization for nonlinear least squares problem |
Date: | Mon, 7 Mar 2016 10:47:24 -0700 |
User-agent: | Mozilla/5.0 (X11; Linux x86_64; rv:38.0) Gecko/20100101 Thunderbird/38.6.0 |
In the nonlinear case, there is no way (that I know of) to easily compute the L-curve, other than re-solving the nonlinear problem many times for different lambdas. So in this case its up to the user to determine how to select lambda. You can of course generate an L-curve by plotting the residual norm against the solution norm for different lambdas.
Patrick On 03/07/2016 10:30 AM, viktor drobot wrote:
Hi all! I wonder why linear squares fit module has routines for determining the optimal value of lambda which is used in Tikhonov regularization (i. e. by L-corner approach) while nonlinear module has no such routines? How do you find the optimal lambda value? Thank you!
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