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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Algebraic rules for computing the regularization parameter of the Levenberg-Marquardt method

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Author(s):
Karas, Elizabeth W. ; Santos, Sandra A. ; Svaiter, Benar F.
Total Authors: 3
Document type: Journal article
Source: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS; v. 65, n. 3, p. 723-751, DEC 2016.
Web of Science Citations: 7
Abstract

This paper presents a class of Levenberg-Marquardt methods for solving the nonlinear least-squares problem. Explicit algebraic rules for computing the regularization parameter are devised. In addition, convergence properties of this class of methods are analyzed. We prove that all accumulation points of the generated sequence are stationary. Moreover, q-quadratic convergence for the zero-residual problem is obtained under an error bound condition. Illustrative numerical experiments with encouraging results are presented. (AU)

FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:Francisco Louzada Neto
Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC
FAPESP's process: 13/05475-7 - Computational methods in optimization
Grantee:Sandra Augusta Santos
Support Opportunities: Research Projects - Thematic Grants