A globally convergent Levenberg-Marquardt method for the least \(l_2\)-norm solution of nonlinear inequalities

DOI10.1016/j.amc.2008.08.039zbMath1158.65042OpenAlexW1993888975MaRDI QIDQ2379033

Chang-Feng Ma

Publication date: 14 January 2009

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

Full work available at URL: https://doi.org/10.1016/j.amc.2008.08.039

zbMATH Keywords

global convergenceleast squares problemsmoothing Newton methodssmoothing Levenberg-Marquardt methodsystem of inconsistent nonlinear inequalities

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)

Related Items (4)

A modified Levenberg-Marquardt method with line search for nonlinear equations ⋮ A corrected Levenberg-Marquardt algorithm with a nonmonotone line search for the system of nonlinear equations ⋮ A smoothing self-adaptive Levenberg-Marquardt algorithm for solving system of nonlinear inequalities ⋮ A nonmonotone smoothing Newton method for system of nonlinear inequalities based on a new smoothing function

Cites Work

• On the solution of nonlinear inequalities in a finite number of iterations
• Convergence theory for the structured BFGS secant method with an application to nonlinear least squares
• Solving nonlinear inequalities in a finite number of iterations
• Factorized quasi-Newton methods for nonlinear least squares problems
• Newton's method for nonlinear inequalities
• Merit functions for semi-definite complementarity problems
• Nonmonotone Levenberg-Marquardt algorithms and their convergence analysis
• Non-interior continuation methods for solving semidefinite complementarity problems
• Non-interior continuation method for solving the monotone semidefinite complementarity problem
• A derivative-free filter method for solving nonlinear complementarity problems
• A class of smoothing functions for nonlinear and mixed complementarity problems
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A null space approach for solving nonlinear complementarity problems
• A filter method for solving nonlinear complementarity problems
• The Global Linear Convergence of a Noninterior Path-Following Algorithm for Linear Complementarity Problems
• A Noninterior Continuation Method for Quadratic and Linear Programming
• On Homotopy-Smoothing Methods for Box-Constrained Variational Inequalities
• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• A Family of Scaled Factorized Broyden-Like Methods for Nonlinear Least Squares Problems
• Some Noninterior Continuation Methods for Linear Complementarity Problems
• Solving variational inequality problems via smoothing-nonsmooth reformulations

This page was built for publication: A globally convergent Levenberg-Marquardt method for the least \(l_2\)-norm solution of nonlinear inequalities