Journal
OPTIMIZATION METHODS & SOFTWARE
Volume 22, Issue 4, Pages 659-678Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/10556780601079233
Keywords
Levenberg-Marquardt method; ordinary differential equations; quasi-Newton method; trust region method; unconstrained optimization
Ask authors/readers for more resources
The Levenberg-Marquardt method is a popular method for both optimization problems and equilibrium problems in dynamical systems. In this article, we study the convergence properties of the Levenberg-Marquardt method with the standard matrix update scheme. In our global convergence proof, we relax the condition that update matrices be bounded, and only require that their norms increase at most linearly. Furthermore, we analyze its local convergence for the uniformly convex function. In this case, the Levenberg-Marquardt method has superlinear convergence, and the initial matrix can be chosen arbitrarily for the Broyden-Fietcher-Goldfarb-Shanno (BFGS) formula.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available