Levenberg-Marquardt methods with inexact projections for constrained nonlinear systems

arXiv1908.06118MaRDI QIDQ6323780FDOQ6323780

Authors: Douglas S. Gonçalves, M. L. N. Gonçalves, Fabrícia R. Oliveira 

Publication date: 16 August 2019

Abstract: In this paper, we first propose a new Levenberg-Marquardt method for solving constrained (and not necessarily square) nonlinear systems. Basically, the method combines the unconstrained Levenberg-Marquardt method with a type of feasible inexact projection. The local convergence of the new method as well as results on its rate are established by using an error bound condition, which is weaker than the standard full-rank assumption. We further present and analyze a global version of the first method by means of a nonmonotone line search technique. Finally, numerical experiments illustrating the practical advantages of the proposed schemes are reported.

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