[Coin-ipopt] Ipopt for nonlinear least-squares

[herve.martin.sc@libertysurf.fr]

Hi,

I already use Ipopt (with success so far) for solving
nonlinear optimization problems, and I am thinking to use it
for nonlinear data fitting.

So, in the case there are no constraints, I was thinking of
giving to Ipopt the Gauss-Newton approximation to the
hessian. I would be interested to know if it is valid to use
Ipopt for this kind of minimization. Will Ipopt be as
efficient as more specialized methods like
Levenberg-Marquardt ? Are there special considerations about
scaling of the problem with this approach ?

Thanks,
Hervé



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