A note on the Levenberg-Marquardt parameter

DOI10.1016/J.AMC.2008.10.056MaRDI QIDQ1002289zbMATH OpenOpenAlexFDO

Authors Jianyu Pan, Jinyan Fan

Publication date 25 February 2009

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

Full work available at URL https://doi.org/10.1016/j.amc.2008.10.056

zbMATH Keywords

numerical resultsalgorithmglobal convergenceLevenberg-Marquardt methodcomputational efficiencylocal convergencesystems of nonlinear equationstrust region methodlocal error conditionsuperlinear and quadratic convergence

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Numerical computation of solutions to systems of equations (65H10)

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Cites work

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• The quadratic convergence of a smoothing Levenberg-Marquardt method for nonlinear complementarity problem

Cited in

(24)

• A modified Levenberg-Marquardt method with line search for nonlinear equations
• Convergence properties of inexact Levenberg-Marquardt method under Hölderian local error bound
• A higher-order Levenberg-Marquardt method for nonlinear equations
• Two nonmonotone trust region algorithms based on an improved Newton method
• Quantum support vector machine based on regularized Newton method
• Algebraic rules for computing the regularization parameter of the Levenberg-Marquardt method
• Correction of trust region method with a new modified Newton method
• Convergence properties of a self-adaptive Levenberg-Marquardt algorithm under local error bound condition
• A Shamanskii-like self-adaptive Levenberg-Marquardt method for nonlinear equations
• Levenberg-Marquardt revisited and parameter tuning of river regression models
• Levenberg-Marquardt method with a general LM parameter and a nonmonotone trust region technique
• The modified Levenberg-Marquardt method for nonlinear equations with cubic convergence
• scientific article; zbMATH DE number 3858320 (Why is no real title available?)
• A Levenberg-Marquardt method for solving the tensor split feasibility problem
• A Levenberg-Marquardt method for solving semi-symmetric tensor equations
• On the convergence properties of the Levenberg–Marquardt method
• On the global convergence of a parameter-adjusting Levenberg-Marquardt method
• On a new updating rule of the Levenberg-Marquardt parameter
• Improved convergence results of an efficient Levenberg-Marquardt method for nonlinear equations
• Global complexity bound of the Levenberg-Marquardt method
• Inexact Levenberg-Marquardt method for nonlinear equations
• A Levenberg-Marquardt type algorithm with a Broyden-like update technique for solving nonlinear equations
• A modified Levenberg-Marquardt method for solving system of nonlinear equations
• Local convergence of the Levenberg-Marquardt method under Hölder metric subregularity

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Uses Software

• minpack

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