Convergence properties of a self-adaptive Levenberg-Marquardt algorithm under local error bound condition

DOI10.1007/s10589-005-3074-zzbMath1111.90103OpenAlexW2004107252MaRDI QIDQ2506189

Jianyu Pan, Jin Yan Fan

Publication date: 28 September 2006

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

Full work available at URL: https://doi.org/10.1007/s10589-005-3074-z

zbMATH Keywords

trust region methodLevenberg-Marquardt methodsingular nonlinear equations

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (18)

Algebraic rules for computing the regularization parameter of the Levenberg-Marquardt method ⋮ A corrected Levenberg-Marquardt algorithm with a nonmonotone line search for the system of nonlinear equations ⋮ A nonsmooth Levenberg-Marquardt method for vertical complementarity problems ⋮ Convergence analysis of a subsampled Levenberg-Marquardt algorithm ⋮ The Levenberg-Marquardt-type methods for a kind of vertical complementarity problem ⋮ On the local convergence of a derivative-free algorithm for least-squares minimization ⋮ A Shamanskii-like self-adaptive Levenberg-Marquardt method for nonlinear equations ⋮ Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares ⋮ A split Levenberg-Marquardt method for large-scale sparse problems ⋮ A high-order modified Levenberg-Marquardt method for systems of nonlinear equations with fourth-order convergence ⋮ Nonmonotone Self-adaptive Levenberg–Marquardt Approach for Solving Systems of Nonlinear Equations ⋮ Accelerating the modified Levenberg-Marquardt method for nonlinear equations ⋮ A Cauchy point direction trust region algorithm for nonlinear equations ⋮ Modified inexact Levenberg-Marquardt methods for solving nonlinear least squares problems ⋮ A note on the Levenberg-Marquardt parameter ⋮ A robust adaptive iterative ensemble smoother scheme for practical history matching applications ⋮ On the global convergence of a parameter-adjusting Levenberg-Marquardt method ⋮ A modified two steps Levenberg-Marquardt method for nonlinear equations

Uses Software

• minpack

Cites Work

• On the quadratic convergence of the Levenberg-Marquardt method without nonsingularity assumption
• Tensor Methods for Nonlinear Equations
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Testing Unconstrained Optimization Software
• Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions
• A method for the solution of certain non-linear problems in least squares
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