What fitting algorithm does Mathematica use in NonlinearModelFit[]?
algorithm, curve-fitting, model-fitting, nonlinear-functions, wolfram-mathematica
Solution
Mathematica 8.x can use the following algorithms for `NonLinearModelFit[]` for its `Method` option:
Possible settings for Method include `"ConjugateGradient"`, `"Gradient"`, `"LevenbergMarquardt"`, `"Newton"`, `"NMinimize"`, and `"QuasiNewton"`, with the default being `Automatic`.
See the documentation for additional options etc.
Note that `NonLinearFit[]` is obsolete; you should now use `FindFit[]` instead.
Problem
I need to know the algorithm(s) it uses, because I have to write my own program. Levenberg-Marquardt doesn't really do the same. Is there like a list of algorithms, from which Mathematica chooses what algorithm to use for a specific problem? Thank you.