An iterative method for solving nonlinear least squares problems with nondifferentiable operator

Abstract

An iterative differential-difference method for solving nonlinear least squares problems is proposed and studied. The method uses the sum of the derivative of the differentiable part of the operator and the divided difference of the nondifferentiable part instead of computing Jacobian. We prove the local convergence of the proposed method and compute its convergence rate. Finally, we carry out numerical experiments on a set of test problems.