Inexact Levenberg-Marquardt method for nonlinear equations

Jinyan Fan*, Jianyu Pan

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

21 Scopus citations

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 languageEnglish
Pages (from-to)1223-1232
Number of pages10
JournalDiscrete and Continuous Dynamical Systems - Series B
Volume4
Issue number4
DOIs
StatePublished - Nov 2004

Keywords

  • Levenberg-Marquardt method
  • Local error bound condition
  • Nonlinear equations
  • Quadratic convergence

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