What fitting algorithm does Mathematica use in NonlinearModelFit[]?

Question

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.

Answer 1

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Note that NonLinearFit[] is obsolete; you should now use FindFit[] instead.