Levenberg–Marquardt Algorithm

General
1

Has anyone had any experience with the Levenberg–Marquardt Algorithm in Xojo?
If so, is there anything you can share about your experiences?

2

To save others the trouble…

https://en.wikipedia.org/wiki/Levenberg–Marquardt_algorithm

3

[quote=278315:@Kem Tekinay]To save others the trouble…

https://en.m.wikipedia.org/wiki/Levenberg–Marquardt_algorithm[/quote]

thanks!

4

Unfortunately, that Wikipedia article was obviously written for mathematicians by mathematicians. I’m afraid mere mortals aren’t going to get much out of it. I haven’t used Levenberg–Marquardt, but I have worked on quite a few minimization problems and lots of data fitting. Since Levenberg–Marquardt is a hybrid of Gradient Descent, I assume that you will have to calculate the derivative of the function that you are fitting/minimizing, which can be a nuisance.

It would help to know what your application is. Are you trying to find the minimum of some function, or are you trying to fit a curve to some experimental data?

5

This website at http://www.alglib.net/optimization/levenbergmarquardt.php has implementations in different languages - VBA among others. It shouldn’t be too difficult to adapt this implementation (insert famous last words).