Convergence rate of the Levenberg-Marquardt method under Hölderian local error bound. (3rd July 2020)
- Record Type:
- Journal Article
- Title:
- Convergence rate of the Levenberg-Marquardt method under Hölderian local error bound. (3rd July 2020)
- Main Title:
- Convergence rate of the Levenberg-Marquardt method under Hölderian local error bound
- Authors:
- Wang, Haiyan
Fan, Jinyan - Abstract:
- ABSTRACT: In this paper, we study the convergence rate of the Levenberg-Marquardt (LM) method under the Hölderian local error bound condition and the Hölderian continuity of the Jacobian, which are more general than the local error bound condition and the Lipschitz continuity of the Jacobian. Various choices of the LM parameter are also discussed.
- Is Part Of:
- Optimization methods and software. Volume 35:Number 4(2020)
- Journal:
- Optimization methods and software
- Issue:
- Volume 35:Number 4(2020)
- Issue Display:
- Volume 35, Issue 4 (2020)
- Year:
- 2020
- Volume:
- 35
- Issue:
- 4
- Issue Sort Value:
- 2020-0035-0004-0000
- Page Start:
- 767
- Page End:
- 786
- Publication Date:
- 2020-07-03
- Subjects:
- Nonlinear equations -- Levenberg-Marquardt method -- Hölderian local error bound -- convergence rate
65K05 -- 90C30
Mathematical optimization -- Periodicals
Algorithms -- Periodicals
519.7 - Journal URLs:
- http://www.tandfonline.com/toc/goms20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/10556788.2019.1694927 ↗
- Languages:
- English
- ISSNs:
- 1055-6788
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 6275.120000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 22357.xml