Show, using a Lagrange multiplier, that if we define the region by ||p||2 = h, then the solution corresponds to the direction in the Levenberg-Marquardt algorithm. Hint: Write the constraint as (1/2)(pp-h²) = 0.

Operations Research : Applications and Algorithms
4th Edition
ISBN:9780534380588
Author:Wayne L. Winston
Publisher:Wayne L. Winston
Chapter24: Forecasting Models
Section: Chapter Questions
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Show, using a Lagrange multiplier, that if we define the region by ||p||2 = h, then the
solution corresponds to the direction in the Levenberg-Marquardt algorithm.
Hint: Write the constraint as (1/2)(p¹p-h²) = 0.
Transcribed Image Text:Show, using a Lagrange multiplier, that if we define the region by ||p||2 = h, then the solution corresponds to the direction in the Levenberg-Marquardt algorithm. Hint: Write the constraint as (1/2)(p¹p-h²) = 0.
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