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A note on the Levenberg–Marquardt parameter by Jinyan Fan; Jianyu Pan is a Mathematics article available to read on EtoBox.

What is A note on the Levenberg–Marquardt parameter about?

In [C. Ma, L. Jiang, Some research on Levenberg-Marquardt method for the nonlinear equations, Appl. Math. Comput. 184 (2007) 1032-1040], the LM parameter at the kth iteration is chosen as where F is the residual function, J is the Jacobi of F, and h 2 1⁄20; 1 is a constant. In this note, we point out that the LM parameter can be any combination of kF k k 2 and kJ T k F k k 2 provided it is positive. Furthermore, we give a more general choice of the LM parameter, and show that the LM method still preserves the quadratic convergence under the local error condition which is weaker than nonsingularity.

Who reads A note on the Levenberg–Marquardt parameter?

It is typically read by researchers, students, and practitioners in Mathematics.

Author
Jinyan Fan; Jianyu Pan
Publisher
Elsevier Science; Elsevier ; Elsevier BV (ISSN 0096-3003)
Published
2009
Language
EN
Field
Mathematics (Physical Sciences)

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