Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints

DOI10.1016/J.CAM.2004.03.015MaRDI QIDQ1765264zbMATH OpenOpenAlexFDO

Authors Christian Kanzow, Nobuo Yamashita, Masao Fukushima

Publication date 23 February 2005

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2004.03.015

zbMATH Keywords

Constrained equationsError boundsLevenberg-Marquardt methodProjected gradientsQuadratic convergence

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

Review text

Repetition of the publication of the same paper [ibid. 172, 375--397 (2004; Zbl 1064.65037)].

Recommendations

• Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
• A Smoothing Projected Levenberg-Marquardt Type Algorithm for Solving Constrained Equations
• On the Levenberg-Marquardt methods for convex constrained nonlinear equations
• On the global convergence of a Levenberg-Marquardt method for constrained nonlinear equations
• A Levenberg-Marquardt method with approximate projections

Cites work

• A methodology for solving chemical equilibrium systems
• A Potential Reduction Newton Method for Constrained Equations
• Active-set projected trust-region algorithm for box-constrained nonsmooth equations
• An active set-type Newton method for constrained nonlinear systems
• An affine scaling trust-region approach to bound-constrained nonlinear systems
• An interior point potential reduction method for constrained equations
• Chemical equilibrium systems as numerical test problems
• Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions
• Handbook of test problems in local and global optimization
• scientific article; zbMATH DE number 1694914 (Why is no real title available?)
• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 51521 (Why is no real title available?)
• scientific article; zbMATH DE number 1206370 (Why is no real title available?)
• scientific article; zbMATH DE number 679863 (Why is no real title available?)
• scientific article; zbMATH DE number 781821 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• Nonmonotone trust-region methods for bound-constrained semismooth equations with applications to nonlinear mixed complementarity problems
• Solving nonlinear systems of equations with simple constraints
• Strictly feasible equation-based methods for mixed complementarity problems
• STRSCNE: a scaled trust-region solver for constrained nonlinear equations
• Test examples for nonlinear programming codes

Cited in

(28)

• A simulation-based evolutionary approach to LNA circuit design optimization
• A globally convergent Levenberg-Marquardt method for equality-constrained optimization
• On the global convergence of a Levenberg-Marquardt method for constrained nonlinear equations
• On the Levenberg-Marquardt methods for convex constrained nonlinear equations
• A nonmonotone projection method for constrained system of nonlinear equations
• A projection method for convex constrained monotone nonlinear equations with applications
• An inverse problem involving a viscous eikonal equation with applications in electrophysiology
• A unified derivative-free projection method model for large-scale nonlinear equations with convex constraints
• A modified spectral PRP conjugate gradient projection method for solving large-scale monotone equations and its application in compressed sensing
• A smoothing Levenberg-Marquardt algorithm for semi-infinite programming
• Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares
• A Smoothing Projected Levenberg-Marquardt Type Algorithm for Solving Constrained Equations
• Feasibility problems with complementarity constraints
• The Convergence of a Levenberg–Marquardt Method for Nonlinear Inequalities
• Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
• A box-constrained differentiable penalty method for nonlinear complementarity problems
• A new Levenberg-Marquardt type algorithm for solving nonsmooth constrained equations
• On the constrained error bound condition and the projected Levenberg-Marquardt method
• A complementarity model and algorithm for multi-commodity flow supply chain network equilibrium with random demands
• A locally convergent inexact projected Levenberg-Marquardt-type algorithm for large-scale constrained nonsmooth equations
• A modified RMIL conjugate gradient-based projection algorithm for constrained nonlinear equations: application to image denoising
• An inertial spectral conjugate gradient method for monotone nonlinear equations with applications
• Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
• An inertial double step length based method for constrained nonlinear equations with applications
• A Levenberg-Marquardt method with approximate projections
• Truncated regularized Newton method for convex minimizations
• On the convergence of an inexact Newton-type method
• Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem

Describes a project that uses

Uses Software

• STRSCNE
• MCPLIB
• levmar

This page was built for publication: Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1765264)