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Inexact Levenberg-Marquardt method for nonlinear equations

Authors :
Jianyu Pan
Jinyan Fan
Source :
Discrete & Continuous Dynamical Systems - B. 4:1223-1232
Publication Year :
2004
Publisher :
American Institute of Mathematical Sciences (AIMS), 2004.

Abstract

In this paper, we present an inexact Levenberg-Marquardt (LM) method for singular system of nonlinear equations, where the LM parameter is chosen as the norm of the function and the trial step is computed approximately. Under the local error bound condition which is weaker than the non- singularity, we show that the new inexact LM method preserves the quadratic convergence of the traditional LM method where the parameter is chosen to be larger than a positive constant and the Jacobi at the solution is nonsingular.

Details

ISSN :
1553524X
Volume :
4
Database :
OpenAIRE
Journal :
Discrete & Continuous Dynamical Systems - B
Accession number :
edsair.doi...........8fec6c907804f16b69e49079d15324f0