On the convergence rate of the inexact Levenberg-Marquardt method

Jinyan Fan, Jianyu Pan

Research output: Contribution to journalArticlepeer-review

23 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)199-210
Number of pages12
JournalJournal of Industrial and Management Optimization
Volume7
Issue number1
DOIs
StatePublished - Feb 2011

Keywords

  • Convergence rate
  • Inexact Levenberg-Marquardt method
  • Local error bound condition
  • Nonlinear equations

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