Global complexity bound of the Levenberg-Marquardt method
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Publication:2829563
DOI10.1080/10556788.2016.1179737zbMATH Open1406.65037OpenAlexW2346412421MaRDI QIDQ2829563FDOQ2829563
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
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Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10)
Cites Work
- Nonlinear least squares — the Levenberg algorithm revisited
- Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
- Modified Gauss–Newton scheme with worst case guarantees for global performance
- On the quadratic convergence of the Levenberg-Marquardt method without nonsingularity assumption
- Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
- On a global complexity bound of the Levenberg-marquardt method
- Convergence properties of the regularized Newton method for the unconstrained nonconvex optimization
- A note on the Levenberg-Marquardt parameter
- On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization
- An inexact Levenberg-Marquardt method for large sparse nonlinear least squres
Cited In (15)
- A Levenberg-Marquardt method for large nonlinear least-squares problems with dynamic accuracy in functions and gradients
- On the complexity of a stochastic Levenberg-Marquardt method
- On the global complexity of a derivative-free Levenberg-Marquardt algorithm via orthogonal spherical smoothing
- A modified inexact Levenberg-Marquardt method with the descent property for solving nonlinear equations
- Global complexity bound of the inexact Levenberg-Marquardt method
- On a new updating rule of the Levenberg-Marquardt parameter
- Convergence and complexity analysis of a Levenberg-Marquardt algorithm for inverse problems
- Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
- Worst-case evaluation complexity of derivative-free nonmonotone line search methods for solving nonlinear systems of equations
- A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results
- A brief survey of methods for solving nonlinear least-squares problems
- Stochastic regularized Newton methods for nonlinear equations
- Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares
- Newton-MR: inexact Newton method with minimum residual sub-problem solver
- A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares
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