Convergence analysis of the Levenberg–Marquardt method

DOI10.1080/10556780601079233zbMath1186.90110OpenAlexW2060799844MaRDI QIDQ5436926

Xin-long Luo, Hon-Wah Tam, Li-Zhi Liao

Publication date: 18 January 2008

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780601079233

zbMATH Keywords

unconstrained optimizationordinary differential equationstrust region methodquasi-Newton methodLevenberg-Marquardt method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items

A modified Levenberg-Marquardt method with line search for nonlinear equations ⋮ The regularization continuation method with an adaptive time step control for linearly constrained optimization problems ⋮ The regularization continuation method for optimization problems with nonlinear equality constraints ⋮ A method based on Rayleigh quotient gradient flow for extreme and interior eigenvalue problems ⋮ A second-order pseudo-transient method for steady-state problems ⋮ Explicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimization ⋮ Generalized continuation Newton methods and the trust-region updating strategy for the underdetermined system ⋮ Combining trust-region techniques and Rosenbrock methods to compute stationary points ⋮ Continuation Newton methods with the residual trust-region time-stepping scheme for nonlinear equations

Uses Software

• KELLEY

Cites Work

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