A Levenberg-Marquardt Method based on Sobolev gradients

نویسندگان

  • P. Kazemi
  • R. J. Renka
چکیده

We extend the theory of Sobolev gradients to include variable metric methods, such as Newton’s method and the Levenberg-Marquardt method, as gradient descent iterations associated with stepwise variable inner products. In particular, we obtain existence, uniqueness, and asymptotic convergence results for a gradient flow based on a variable inner product.

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تاریخ انتشار 2012