肖现涛

个人信息Personal Information

教授

博士生导师

硕士生导师

性别:男

毕业院校:大连理工大学

学位:博士

所在单位:数学科学学院

办公地点:数学科学学院312

电子邮箱:xtxiao@dlut.edu.cn

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On the global convergence of a parameter-adjusting levenberg-marquardt method

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论文类型:期刊论文

发表时间:2015-01-01

发表刊物:Numerical Algebra, Control and Optimization

收录刊物:Scopus

卷号:5

期号:1

页面范围:25-36

ISSN号:21553289

摘要:The Levenberg-Marquardt (LM) method is a classical but popular method for solving nonlinear equations. Based on the trust region technique, we propose a parameter-adjusting LM (PALM) method, in which the LM parameter   k is self-adjusted at each iteration based on the ratio between actual reduction and predicted reduction. Under the level-bounded condition, we prove the global convergence of PALM. We also propose a modified parameter-adjusting LM (MPALM) method. Numerical results show that the two methods are very efficient. ? 2015, NUMERICAL ALGEBRA, CONTROL AND OPTIMIZATION. All rights reserved.