Splitted Levenberg-Marquardt Method for Large-Scale Sparse Problems

DOI10.1007/S10589-023-00460-9MaRDI QIDQ6401712arXivFDO

Authors Nataša Krejić, Greta Malaspina, Lense Swaenen

Publication date 10 June 2022

Published in arXiv

Full work available at URL https://doi.org/10.1007/S10589-023-00460-9

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20)

arXiv classification

cs.NAmath.NAmath.OC

Abstract: We consider large-scale nonlinear least squares problems with sparse residuals, each of them depending on a small number of variables. A decoupling procedure which results in a splitting of the original problems into a sequence of independent problems of smaller sizes is proposed and analysed. The smaller size problems are modified in a way that offsets the error made by disregarding dependencies that allow us to split the original problem. The resulting method is a modification of the Levenberg-Marquardt method with smaller computational costs. Global convergence is proved as well as local linear convergence under suitable assumptions on sparsity. The method is tested on the network localization simulated problems with up to one million variables and its efficiency is demonstrated.

This page was built for publication: Splitted Levenberg-Marquardt Method for Large-Scale Sparse Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6401712)