On the convergence of the modified Levenberg–Marquardt method with a nonmonotone second order Armijo type line search
نویسندگان
چکیده
منابع مشابه
On the convergence of the modified Levenberg-Marquardt method with a nonmonotone second order Armijo type line search
Recently, Fan [4, Math. Comput., 81 (2012), pp. 447-466] proposed a modified Levenberg-Marquardt (MLM) method for nonlinear equations. Using a trust region technique, global and cubic convergence of the MLM method is proved [4] under the local error bound condition, which is weaker than nonsingularity. The purpose of the paper is to investigate the convergence properties of the MLM method with ...
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Abstract Monotonicity and nonmonotonicity play a key role in studying the global convergence and the efficiency of iterative schemes employed in the field of nonlinear optimization, where globally convergent and computationally efficient schemes are explored. This paper addresses some features of descent schemes and the motivation behind nonmonotone strategies and investigates the efficiency of...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2013
ISSN: 0377-0427
DOI: 10.1016/j.cam.2012.09.025