On the inexactness level of robust Levenberg-Marquardt methods

doi:10.1080/02331930801951256

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	On the inexactness level of robust Levenberg-Marquardt methods
	Fischer, A.1; Shukla, P. K.1; Wang, M.2
	2010
发表期刊	OPTIMIZATION
ISSN	0233-1934
卷号	59 期号:2 页码:273-287
摘要	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.
关键词	nonlinear equation Levenberg-Marquardt method quadratic convergence nonisolated solution
DOI	10.1080/02331930801951256
语种	英语
资助项目	Gottlieb Daimler- und Karl Benz-Stiftung[02-13/05]
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000274540100009
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/9491
专题	中国科学院数学与系统科学研究院
通讯作者	Fischer, A.
作者单位	1.Tech Univ Dresden, Dept Math, Inst Numer Math, Dresden, Germany 2.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Fischer, A.,Shukla, P. K.,Wang, M.. On the inexactness level of robust Levenberg-Marquardt methods[J]. OPTIMIZATION,2010,59(2):273-287.
APA	Fischer, A.,Shukla, P. K.,&Wang, M..(2010).On the inexactness level of robust Levenberg-Marquardt methods.OPTIMIZATION,59(2),273-287.
MLA	Fischer, A.,et al."On the inexactness level of robust Levenberg-Marquardt methods".OPTIMIZATION 59.2(2010):273-287.