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Finding zeros of Hölder metrically subregular mappings via globally convergent Levenberg–Marquardt methods
Optimization Methods & Software ( IF 2.2 ) Pub Date : 2020-01-21 , DOI: 10.1080/10556788.2020.1712602
Masoud Ahookhosh 1, 2 , Ronan M. T. Fleming 1, 3 , Phan T. Vuong 1, 4, 5
Affiliation  

We introduce LMLS and LMQR, two globally convergent Levenberg–Marquardt methods for finding zeros of Hölder metrically subregular mappings that may have non-isolated zeros. The first method unifies the Levenberg–Marquardt direction and an Armijo-type line search, while the second incorporates this direction with a non-monotone quadratic regularization technique. For both methods, we prove the global convergence to a first-order stationary point of the associated merit function. Furthermore, the worst-case global complexity of these methods are provided, indicating that an approximate stationary point can be computed in at most O(ε2) function and gradient evaluations, for an accuracy parameter ε>0. We also study the conditions for the proposed methods to converge to a zero of the associated mappings. Computing a moiety conserved steady state for biochemical reaction networks can be cast as the problem of finding a zero of a Hölder metrically subregular mapping. We report encouraging numerical results for finding a zero of such mappings derived from real-world biological data, which supports our theoretical foundations.



中文翻译:

通过全局收敛的 Levenberg-Marquardt 方法找到 Hölder 度量次正则映射的零点

我们介绍了 LMLS 和 LMQR,这两种全局收敛的 Levenberg-Marquardt 方法用于寻找可能具有非孤立零点的 Hölder 度量次正则映射的零点。第一种方法统一了 Levenberg-Marquardt 方向和 Armijo 型线搜索,而第二种方法将此方向与非单调二次正则化技术相结合。对于这两种方法,我们证明了全局收敛到相关评价函数的一阶驻点。此外,提供了这些方法的最坏情况全局复杂度,表明最多可以计算出一个近似静止点(ε-2)函数和梯度评估,用于精度参数ε>0. 我们还研究了所提出的方法收敛到相关映射的零的条件。计算生化反应网络的部分守恒稳态可以看作是找到 Hölder 度量次正则映射的零点的问题。我们报告了令人鼓舞的数值结果,从现实世界的生物数据中找到了零这样的映射,这支持了我们的理论基础。

更新日期:2020-01-21
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