Nonmonotone Levenberg-Marquardt algorithms and their convergence analysis

DOI10.1023/A:1022615415582zbMath0886.90129MaRDI QIDQ1367810

Zhang, Jianzhong, Li-Hua Chen

Publication date: 19 April 1998

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Levenberg-Marquardt algorithmnonlinear least-square problemsnonmonotone techniques

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items

A globally convergent Levenberg-Marquardt method for the least \(l_2\)-norm solution of nonlinear inequalities ⋮ A modified quasi-Newton method for structured optimization with partial information on the Hessian ⋮ Use of the minimum norm search direction in a nonmonotone version of the Gauss-Newton method ⋮ The Convergence of a Levenberg–Marquardt Method for Nonlinear Inequalities ⋮ The quadratic convergence of a smoothing Levenberg-Marquardt method for nonlinear complementarity problem ⋮ A new filter-Levenberg-Marquardt method with disturbance for solving nonlinear complementarity problems ⋮ Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem ⋮ A globally convergent Levenberg-Marquardt method for solving nonlinear complementarity problem ⋮ A simulation-based evolutionary approach to LNA circuit design optimization ⋮ The convergence of a smoothing damped Gauss-Newton method for nonlinear complementarity problem

Uses Software

• minpack

Cites Work

• More test examples for nonlinear programming codes
• Nonmonotonic trust region algorithm
• Gauss-Newton methods for the complementarity problem
• Nonmonotone stabilization methods for nonlinear equations
• Testing Unconstrained Optimization Software
• A Nonmonotone Line Search Technique for Newton’s Method
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