On the convergence properties of the Levenberg-Marquardt method

Optimization

Volumn 52, Issue 6, 2003, Pages 739-756

  Zhang, Ju Liang ^a  

^a Tsinghua University   (China)

Author keywords

Error bound; Levenberg Marquardt Method; Nonlinear equation system; Superlinear convergence

Indexed keywords

EID: 0347284245     PISSN: 02331934     EISSN: None     Source Type: Journal    
DOI: 10.1080/0233193031000163993     Document Type: Article

References (8)

1. H. Dan, N. Yamashita and M. Fukushima (2001), Convergence Properties of the Inexact Levenberg-Marquardt Method Under Local Error Bound Conditions. Technical Report 2001-003. Department of Applied Mathematics and Physics, Kyoto University.
2. N. Yamashita and M. Fukushima (2001). On the rate of convergence of the Levenberg-Marquardt method. Computing, 15, 239-249.
3. J. Fan and Y. Yuan (2000). On the Convergence of a New Levenberg-Marquardt Method. Technical Report, State Key Laboratory of Scientific/Engineering Computing. Institute of Computational Mathematics and Scientific/Engineering Computing, CAS.
4. K. Levenberg (1944). A method for the solution of certain nonlinear problem in least squares. Quart. Appl. Math., 2, 164-166.
5. D.W. Marquardt (1963). An algorithm for least-squares estimation of nonlinear inequalities. SIAM J. Appl. Math., 11, 431-441.
6. G.W. Stewart and J.G. Sun (1990). Matrix Perturbation Theory. Academic Press, San Diego, CA.
7. C.A. Floudas (2000). Deterministic Global Optimization, Theory, Methods and Application. Kluwer Academic Publishers.
8. F. Facchinei and C. Kanzow (1997). A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems. Math. Prog., 76, 493-512.