Inexact Levenberg-Marquardt method for nonlinear equations

@inproceedings{Fan2004InexactLM,
  title={Inexact Levenberg-Marquardt method for nonlinear equations},
  author={Jinyan Fan and Jianyu Pan},
  year={2004}
}
In this paper, we present an inexact Levenberg-Marquardt (LM) method for singular system of nonlinear equations, where the LM parameter is chosen as the norm of the function and the trial step is computed approximately. Under the local error bound condition which is weaker than the non- singularity, we show that the new inexact LM method preserves the quadratic convergence of the traditional LM method where the parameter is chosen to be larger than a positive constant and the Jacobi at the… CONTINUE READING