Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints

DOI10.1016/j.cam.2004.03.015zbMath1065.65070OpenAlexW4206076131MaRDI QIDQ1765264

Masao Fukushima, Christian Kanzow, Nobuo Yamashita

Publication date: 23 February 2005

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

Full work available at URL: https://doi.org/10.1016/j.cam.2004.03.015

zbMATH Keywords

Levenberg-Marquardt methodQuadratic convergenceError boundsConstrained equationsProjected gradients

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

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Uses Software

• STRSCNE
• levmar
• MCPLIB

Cites Work

• Active-set projected trust-region algorithm for box-constrained nonsmooth equations
• Test examples for nonlinear programming codes
• Handbook of test problems in local and global optimization
• Solving nonlinear systems of equations with simple constraints
• An interior point potential reduction method for constrained equations
• A methodology for solving chemical equilibrium systems
• An affine scaling trust-region approach to bound-constrained nonlinear systems
• STRSCNE: a scaled trust-region solver for constrained nonlinear equations
• Nonmonotone Trust-Region Methods for Bound-Constrained Semismooth Equations with Applications to Nonlinear Mixed Complementarity Problems
• Chemical equilibrium systems as numerical test problems
• A Potential Reduction Newton Method for Constrained Equations
• Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions
• Strictly feasible equation-based methods for mixed complementarity problems
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