Local convergence of the Levenberg-Marquardt method under Hölder metric subregularity
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Publication:2305550
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.
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Cited in
(12)- Structural conserved moiety splitting of a stoichiometric matrix
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- Convergence properties of inexact Levenberg-Marquardt method under Hölderian local error bound
- Convergence rate of the modified Levenberg-Marquardt method under Hölderian local error bound
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