On the inexactness level of robust Levenberg--Marquardt methods

A Fischer, PK Shukla, M Wang

Research output: Contribution to journalArticlepeer-review

Abstract

Recently, the Levenberg–Marquardt (LM) method has been used for solving systems of nonlinear equations with nonisolated solutions. Under certain conditions it converges Q-quadratically to a solution. The same rate has been obtained for inexact versions of the LM method. In this article the LM method will be called robust, if the magnitude of the regularization parameter occurring in its sub-problems is as large as possible without decreasing the convergence rate. For robust LM methods the article shows that the level of inexactness in the sub-problems can be increased significantly. As an application, the local convergence of a projected robust LM method is analysed.
Original languageUndefined
Pages (from-to)273-287
Number of pages15
JournalOptimization
Volume59
Issue number2
Publication statusPublished - 31 Mar 2008

Keywords

  • Nonlinear equation
  • Levenberg-Marquardt method
  • Quadratic convergence
  • Nonisolated solution

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