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On the Levenberg-Marquardt methods for convex constrained nonlinear equations

Authors :
Jinyan Fan
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.

Details

ISSN :
1553166X
Volume :
9
Database :
OpenAIRE
Journal :
Journal of Industrial & Management Optimization
Accession number :
edsair.doi...........afbf65bd6f0e1dcf6ce215583fd3591a