On a global complexity bound of the Levenberg-marquardt method
From MaRDI portal
Publication:620432
DOI10.1007/s10957-010-9731-0zbMath1203.90152OpenAlexW2109591264MaRDI QIDQ620432
Publication date: 19 January 2011
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-010-9731-0
Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30)
Related Items (17)
Finding zeros of Hölder metrically subregular mappings via globally convergent Levenberg–Marquardt methods ⋮ Algebraic rules for computing the regularization parameter of the Levenberg-Marquardt method ⋮ A modified Levenberg-Marquardt method with line search for nonlinear equations ⋮ Global complexity bound of the inexact Levenberg-Marquardt method ⋮ Convergence and complexity analysis of a Levenberg-Marquardt algorithm for inverse problems ⋮ The Levenberg-Marquardt-type methods for a kind of vertical complementarity problem ⋮ Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem ⋮ On the complexity of a stochastic Levenberg-Marquardt method ⋮ Stochastic regularized Newton methods for nonlinear equations ⋮ A modified inexact Levenberg-Marquardt method with the descent property for solving nonlinear equations ⋮ Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares ⋮ Nonlinear stepsize control algorithms: complexity bounds for first- and second-order optimality ⋮ Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization ⋮ Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization ⋮ On the worst-case complexity of nonlinear stepsize control algorithms for convex unconstrained optimization ⋮ Worst-case evaluation complexity of derivative-free nonmonotone line search methods for solving nonlinear systems of equations ⋮ Global complexity bound of the Levenberg–Marquardt method
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
- Convergence properties of the regularized Newton method for the unconstrained nonconvex optimization
- A regularized Newton method without line search for unconstrained optimization
- Regularized Newton method for unconstrained convex optimization
- Introductory lectures on convex optimization. A basic course.
- Cubic regularization of Newton method and its global performance
- On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems
- Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
- An inexact Levenberg-Marquardt method for large sparse nonlinear least squres
- Nonlinear least squares — the Levenberg algorithm revisited
- Trust Region Methods
- Modified Gauss–Newton scheme with worst case guarantees for global performance
This page was built for publication: On a global complexity bound of the Levenberg-marquardt method
