Title
Algebraic rules for computing the regularization parameter of the Levenberg–Marquardt method
Abstract
This paper presents a class of Levenberg–Marquardt methods for solving the nonlinear least-squares problem. Explicit algebraic rules for computing the regularization parameter are devised. In addition, convergence properties of this class of methods are analyzed. We prove that all accumulation points of the generated sequence are stationary. Moreover, q-quadratic convergence for the zero-residual problem is obtained under an error bound condition. Illustrative numerical experiments with encouraging results are presented.
Year
DOI
Venue
2016
https://doi.org/10.1007/s10589-016-9845-x
Computational Optimization and Applications
Keywords
DocType
Volume
Nonlinear least-squares problems,Levenberg–Marquardt method,Regularization,Global convergence,Local convergence,Computational results,90C30,65K05,49M37
Journal
65
Issue
ISSN
Citations 
3
0926-6003
0
PageRank 
References 
Authors
0.34
7
3
Name
Order
Citations
PageRank
Elizabeth W. Karas1515.82
Sandra A. Santos216821.53
B. F. Svaiter360872.74