Levenberg-Marquardt optimization

Question

Anyone knows where I cand find an .m (matlab ) file with the Levenberg-Marquardt moditication to the Newton's method to optimize a function?

Thanks

Answer 1

I always start with a search on file exchange . Found a LMF nonlinear solution . It also seems that there is a lsqnonlin function in The optimization toolbox . Of course that costs a small fortune and limits the portability of your code (one of many reasons I use Python these days).

Answer 2

如果适合您，可以尝试使用MATLAB MEX版本的CMPFIT 。

Answer 3

Try it here: http://people.cas.uab.edu/~mosya/cl/MATLABcircle.html

This is a web-page from proffesor Chernov, who published some papers and a book on the matter. There are also c and matlab sources.