Levenberg-Marquardt method based on probabilistic Jacobian models for nonlinear equations

DOI10.1007/s10589-022-00393-9zbMath1505.65222OpenAlexW4288705883MaRDI QIDQ2082542

Ruixue Zhao, Jin Yan Fan

Publication date: 4 October 2022

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

Full work available at URL: https://doi.org/10.1007/s10589-022-00393-9

zbMATH Keywords

global convergencederivative-free optimizationLevenberg-Marquardt methodprobabilistic Jacobian models

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56) Numerical computation of solutions to systems of equations (65H10)

Related Items (1)

On the complexity of a stochastic Levenberg-Marquardt method

Uses Software

• DFO
• COBYLA2
• minpack

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