On the Levenberg-Marquardt methods for convex constrained nonlinear equations
2012
In this paper, both the constrained Levenberg-Marquardt method and the projected Levenberg-Marquardt method
are presented for nonlinear equations $F(x)=0$ subject to $x\in X$, where $X$ is a nonempty closed convex set.
The Levenberg-Marquardt parameter is taken as $\| F(x_k) \|_2^\delta$ with $\delta\in (0, 2]$.
Under the local error bound condition which is weaker than nonsingularity,
the methods are shown to have the same convergence rate,
which includes not only the convergence results obtained in [12] for $\delta=2$
but also the results given in [7] for unconstrained nonlinear equations.
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