Artículos de revistas
Algebraic Rules For Computing The Regularization Parameter Of The Levenberg-marquardt Method
Registro en:
Computationall Optimization And Applications. Springer, v. 65, p. 723 - 751, 2016.
0926-6003
1573-2894
WOS:000387773500007
10.1007/s10589-016-9845-x
Autor
Karas
Elizabeth W.; Santos
Sandra A.; Svaiter
Benar F.
Institución
Resumen
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) This paper presents a class of Levenberg-Marquardt methods for solving the nonlinear least-squares problem. Explicit algebraic rules for computing the regularization parameter are devised. In addition, convergence properties of this class of methods are analyzed. We prove that all accumulation points of the generated sequence are stationary. Moreover, q-quadratic convergence for the zero-residual problem is obtained under an error bound condition. Illustrative numerical experiments with encouraging results are presented. 65 3 723 751 CNPq [477611/2013-3, 308957/2014-8, 304032/2010-7, 302962/2011-5, 474944/2010-7] FAPESP [2013/05475-7, 2013/07375-0] PRONEX Optimization FAPERJ [E-26/102.940/2011] Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)