Global complexity bound of the Levenberg-Marquardt method

DOI10.1080/10556788.2016.1179737MaRDI QIDQ2829563zbMATH OpenOpenAlexFDO

Authors Ruixue Zhao, Jinyan Fan

Publication date 8 November 2016

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2016.1179737

zbMATH Keywords

Levenberg-Marquardt methodnonlinear equationsglobal complexity bound

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10)

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Cites work

• A note on the Levenberg-Marquardt parameter
• Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
• An inexact Levenberg-Marquardt method for large sparse nonlinear least squres
• Convergence properties of the regularized Newton method for the unconstrained nonconvex optimization
• Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
• Modified Gauss–Newton scheme with worst case guarantees for global performance
• Nonlinear least squares — the Levenberg algorithm revisited
• On a global complexity bound of the Levenberg-marquardt method
• On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization
• On the quadratic convergence of the Levenberg-Marquardt method without nonsingularity assumption

Cited in

(16)

• On the complexity of a stochastic Levenberg-Marquardt method
• A stochastic Levenberg-Marquardt method using random models with complexity results
• Newton-MR: inexact Newton method with minimum residual sub-problem solver
• Global complexity bound of the inexact Levenberg-Marquardt method
• Worst-case evaluation complexity of derivative-free nonmonotone line search methods for solving nonlinear systems of equations
• On the global complexity of a derivative-free Levenberg-Marquardt algorithm via orthogonal spherical smoothing
• Convergence and complexity analysis of a Levenberg-Marquardt algorithm for inverse problems
• A modified inexact Levenberg-Marquardt method with the descent property for solving nonlinear equations
• Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
• A Levenberg-Marquardt method for large nonlinear least-squares problems with dynamic accuracy in functions and gradients
• A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares
• Stochastic regularized Newton methods for nonlinear equations
• Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares
• On a new updating rule of the Levenberg-Marquardt parameter
• On a global complexity bound of the Levenberg-marquardt method
• A brief survey of methods for solving nonlinear least-squares problems

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