ON THE CONVERGENCE RATE OF THE INEXACT LEVENBERG-MARQUARDT METHOD

被引：18
|
作者：
Fan, Jinyan [1 ]
Pan, Jianyu [2 ]
机构：
[1] Shanghai Jiao Tong Univ, Dept Math, Shanghai 200240, Peoples R China
[2] E China Normal Univ, Dept Math, Shanghai 200062, Peoples R China
来源：
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2011年 / 7卷 / 01期
关键词：
Nonlinear equations; inexact Levenberg-Marquardt method; local error bound condition; convergence rate;
D O I：
10.3934/jimo.2011.7.199
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In this paper we study the convergence rate of the inexact Levenberg-Marquardt method for nonlinear equations. Under the local error bound condition which is weaker than nonsingularity, we derive an explicit formula of the convergence order of the inexact LM method, which is a continuous function with respect to not only the LM parameter but also the perturbation vector. The new formula includes many convergence rate results in the literature as its special cases.
引用
收藏
页码：199 / 210
页数：12
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