On the constrained error bound condition and the projected Levenberg-Marquardt method

Autor(es)

Behling, R. ; Fischer, A. ; Haeser, G. ; Ramos, A. ; Schoenefeld, K.

• Tipo de documento: Artigo Científico
• Fonte: OPTIMIZATION; v. 66, n. 8, p. 15-pg., 2017-01-01.

Resumo

In this paper, we first derive a characterization of the solution set of a continuously differentiable system of equations subject to a closed feasible set. Assuming that a constrained local error bound condition is satisfied, we prove that the solution set can locally be written as the intersection of a differentiable manifold with the feasible set. Based on the derivation of this result, we then show that the projected Levenberg-Marquardt method converges locally R-linearly to a possibly nonisolated solution under significantly weaker conditions than previously done. (AU)

• Processo FAPESP: 13/05475-7 - Métodos computacionais de otimização
• Beneficiário: Sandra Augusta Santos
• Modalidade de apoio: Auxílio à Pesquisa - Temático