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
联系方式:0411-84708351-8312
电子邮箱:xtxiao@dlut.edu.cn
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.