Convergence properties of the inexact Levenberg-Marquardt method under local error bound conditions

被引:95
作者
Dan, H [1 ]
Yamashita, N [1 ]
Fukushima, M [1 ]
机构
[1] Kyoto Univ, Dept Appl Math & Phys, Grad Sch Informat, Kyoto 6068501, Japan
关键词
the Levenberg-Marquardt method; local error bound; inexact method; superlinear convergence;
D O I
10.1080/1055678021000049345
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper, we consider convergence properties of the Levenberg-Marquardt method for solving nonlinear equations. It is well-known that the nonsingularity of Jacobian at a solution guarantees that the Levenberg-Marquardt method has a quadratic rate of convergence. Recently, Yamashita and Fukushima showed that the Levenberg-Marquardt method has a quadratic rate of convergence under the local error bound assumption, which is milder than the nonsingularity of Jacobian. In this paper, we show that the inexact Levenberg-Marquardt method (ILMM), which does not require computing exact search directions, has a superlinear rate of convergence under the same local error bound assumption. Moreover, we propose the ILMM with Armijo's stepsize rule that has global convergence under mild conditions.
引用
收藏
页码:605 / 626
页数:22
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