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On the Levenberg-Marquardt methods for convex constrained nonlinear equations
- Source :
- Journal of Industrial & Management Optimization. 9:227-241
- Publication Year :
- 2013
- Publisher :
- American Institute of Mathematical Sciences (AIMS), 2013.
-
Abstract
- In this paper, both the constrained Levenberg-Marquardt method and the projected Levenberg-Marquardt method are presented for nonlinear equations $F(x)=0$ subject to $x\in X$, where $X$ is a nonempty closed convex set. The Levenberg-Marquardt parameter is taken as $\| F(x_k) \|_2^\delta$ with $\delta\in (0, 2]$. Under the local error bound condition which is weaker than nonsingularity, the methods are shown to have the same convergence rate, which includes not only the convergence results obtained in [12] for $\delta=2$ but also the results given in [7] for unconstrained nonlinear equations.
- Subjects :
- Control and Optimization
Applied Mathematics
Strategy and Management
Computer Science::Neural and Evolutionary Computation
Astrophysics::Instrumentation and Methods for Astrophysics
Regular polygon
Convex set
Physics::Data Analysis
Statistics and Probability
Atomic and Molecular Physics, and Optics
Levenberg–Marquardt algorithm
Nonlinear system
Rate of convergence
Computer Science::Computational Engineering, Finance, and Science
Convergence (routing)
Applied mathematics
Business and International Management
Electrical and Electronic Engineering
Mathematics
Subjects
Details
- ISSN :
- 1553166X
- Volume :
- 9
- Database :
- OpenAIRE
- Journal :
- Journal of Industrial & Management Optimization
- Accession number :
- edsair.doi...........afbf65bd6f0e1dcf6ce215583fd3591a