On the global complexity of a derivative-free Levenberg-Marquardt algorithm via orthogonal spherical smoothing

DOI10.1007/S10915-024-02649-4MaRDI QIDQ6608067zbMATH OpenFDO

Authors Jinyan Fan

Publication date 19 September 2024

Published in Journal of Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

Levenberg-Marquardt methodderivative-free optimizationsmoothing techniqueglobal complexityprobabilistic gradient models

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

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• On a global complexity bound of the Levenberg-marquardt method
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• Tensor Methods for Nonlinear Equations
• Testing Unconstrained Optimization Software
• The NEWUOA software for unconstrained optimization without derivatives
• Worst-case evaluation complexity of derivative-free nonmonotone line search methods for solving nonlinear systems of equations
• Zeroth-order optimization with orthogonal random directions

Cited in

(1)

• On the complexity of a stochastic Levenberg-Marquardt method

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