On a Global Complexity Bound of the Levenberg-Marquardt Method

نویسندگان

  • Kenji Ueda
  • Nobuo Yamashita
چکیده

In this paper, we propose a new updating rule of the LevenbergMarquardt (LM) parameter for the LM method for nonlinear equations. We show that the global complexity bound of the new LM algorithm is O( −2), that is, it requires at most O( −2) iterations to derive the norm of the gradient of the merit function below the desired accuracy . Host: Jiawang Nie Wednesday, November 1, 2017 4:00 PM AP&M 2402 * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *

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عنوان ژورنال:
  • Optimization Methods and Software

دوره 31  شماره 

صفحات  -

تاریخ انتشار 2010