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Convergence rate of the Levenberg-Marquardt method under Hölderian local error bound
Optimization Methods & Software ( IF 2.2 ) Pub Date : 2019-11-27 , DOI: 10.1080/10556788.2019.1694927
Haiyan Wang 1 , Jinyan Fan 2
Affiliation  

In this paper, we study the convergence rate of the Levenberg-Marquardt (LM) method under the Hölderian local error bound condition and the Hölderian continuity of the Jacobian, which are more general than the local error bound condition and the Lipschitz continuity of the Jacobian. Various choices of the LM parameter are also discussed.



中文翻译:

Hölderian局部误差界下Levenberg-Marquardt方法的收敛速度

在本文中,我们研究了Levenberg-Marquardt(LM)方法在Hölderian局部误差界条件和Jacobian的Hölderian连续性下的收敛速度,它们比Jacobian的局部误差界条件和Lipschitz连续性更普遍。还讨论了LM参数的各种选择。

更新日期:2019-11-27
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