A note on the Levenberg-Marquardt parameter

DOI10.1016/j.amc.2008.10.056zbMath1172.65024OpenAlexW2009128572MaRDI QIDQ1002289

Jianyu Pan, Jin Yan Fan

Publication date: 25 February 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2008.10.056

zbMATH Keywords

algorithmglobal convergencenumerical resultssystems of nonlinear equationscomputational efficiencylocal convergencetrust region methodLevenberg-Marquardt methodlocal error conditionsuperlinear and quadratic convergence

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Complexity and performance of numerical algorithms (65Y20)

Related Items (12)

A modified Levenberg-Marquardt method with line search for nonlinear equations ⋮ A Levenberg-Marquardt method for solving semi-symmetric tensor equations ⋮ A modified Levenberg-Marquardt method for solving system of nonlinear equations ⋮ A Shamanskii-like self-adaptive Levenberg-Marquardt method for nonlinear equations ⋮ A higher-order Levenberg-Marquardt method for nonlinear equations ⋮ Convergence properties of inexact Levenberg-Marquardt method under Hölderian local error bound ⋮ Two nonmonotone trust region algorithms based on an improved Newton method ⋮ Local convergence of the Levenberg-Marquardt method under Hölder metric subregularity ⋮ A Levenberg-Marquardt method for solving the tensor split feasibility problem ⋮ Global complexity bound of the Levenberg–Marquardt method ⋮ The modified Levenberg-Marquardt method for nonlinear equations with cubic convergence ⋮ Correction of trust region method with a new modified Newton method

Uses Software

• minpack

Cites Work

• Some research on Levenberg-Marquardt method for the nonlinear equations
• A globally convergent Levenberg-Marquardt method for solving nonlinear complementarity problem
• On the quadratic convergence of the Levenberg-Marquardt method without nonsingularity assumption
• The quadratic convergence of a smoothing Levenberg-Marquardt method for nonlinear complementarity problem
• Convergence properties of a self-adaptive Levenberg-Marquardt algorithm under local error bound condition
• Tensor Methods for Nonlinear Equations
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Testing Unconstrained Optimization Software
• A method for the solution of certain non-linear problems in least squares
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