Local convergence of the Levenberg-Marquardt method under Hölder metric subregularity
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Publication:2305550
DOI10.1007/S10444-019-09708-7zbMATH Open1494.65036arXiv1703.07461OpenAlexW2953387096MaRDI QIDQ2305550FDOQ2305550
Authors: Masoud Ahookhosh, Francisco J. Aragón Artacho, Ronan M. T. Fleming, Phan Tu Vuong 
Publication date: 11 March 2020
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Abstract: We describe and analyse Levenberg-Marquardt methods for solving systems of nonlinear equations. More specifically, we propose an adaptive formula for the Levenberg-Marquardt parameter and analyse the local convergence of the method under H"{o}lder metric subregularity of the function defining the equation and H"older continuity of its gradient mapping. Further, we analyse the local convergence of the method under the additional assumption that the L{}ojasiewicz gradient inequality holds. We finally report encouraging numerical results confirming the theoretical findings for the problem of computing moiety conserved steady states in biochemical reaction networks. This problem can be cast as finding a solution of a system of nonlinear equations, where the associated mapping satisfies the L{}ojasiewicz gradient inequality assumption.
Full work available at URL: https://arxiv.org/abs/1703.07461
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Levenberg-Marquardt methodnonlinear equationlocal convergence rateŁojasiewicz inequalityHölder metric subregularity
Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Systems biology, networks (92C42) Set-valued and variational analysis (49J53)
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- A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity
- A modified inexact Levenberg-Marquardt method with the descent property for solving nonlinear equations
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