On the complexity of a stochastic Levenberg-Marquardt method

DOI10.3934/JIMO.2023113MaRDI QIDQ6149301zbMATH OpenOpenAlexFDO

Authors Weiyi Shao, Jinyan Fan

Publication date 5 February 2024

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2023113

zbMATH Keywords

global complexitynonlinear least squares problemsstochastic Levenberg-Marquardt method

Mathematics Subject Classification ID

Differential geometry of symmetric spaces (53C35)

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Cites work

• A stochastic Levenberg-Marquardt method using random models with complexity results
• A stochastic quasi-Newton method for large-scale optimization
• Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
• Direct search based on probabilistic descent
• Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
• Global complexity bound of the inexact Levenberg-Marquardt method
• Global complexity bound of the Levenberg-Marquardt method
• scientific article; zbMATH DE number 3503002 (Why is no real title available?)
• scientific article; zbMATH DE number 3636993 (Why is no real title available?)
• Introduction to Derivative-Free Optimization
• Levenberg-Marquardt method based on probabilistic Jacobian models for nonlinear equations
• Levenberg-Marquardt methods based on probabilistic gradient models and inexact subproblem solution, with application to data assimilation
• Modified Gauss–Newton scheme with worst case guarantees for global performance
• 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
• Optimization methods for large-scale machine learning
• Probability and stochastics.
• RES: Regularized Stochastic BFGS Algorithm
• Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization
• Trust Region Methods

Cited in

(3)

• Convergence analysis of a subsampled Levenberg-Marquardt algorithm
• On the global complexity of a derivative-free Levenberg-Marquardt algorithm via orthogonal spherical smoothing
• Complexity bound of a Levenberg-Marquardt algorithm based on probabilistic Jacobian models

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