Abstract
In this paper, we present an inexact Levenberg-Marquardt (LM) method for singular system of nonlinear equations, where the LM parameter is chosen as the norm of the function and the trial step is computed approximately. Under the local error bound condition which is weaker than the nonsingularity, we show that the new inexact LM method preserves the quadratic convergence of the traditional LM method where the parameter is chosen to be larger than a positive constant and the Jacobi at the solution is nonsingular.
| Original language | English |
|---|---|
| Pages (from-to) | 1223-1232 |
| Number of pages | 10 |
| Journal | Discrete and Continuous Dynamical Systems - Series B |
| Volume | 4 |
| Issue number | 4 |
| DOIs | |
| State | Published - Nov 2004 |
Keywords
- Levenberg-Marquardt method
- Local error bound condition
- Nonlinear equations
- Quadratic convergence