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

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Date of Publication:2015-01-01

Journal:Numerical Algebra, Control and Optimization

Included Journals:Scopus

Volume:5

Issue:1

Page Number:25-36

ISSN No.:21553289

Abstract: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.