Convergence rate of the modified Levenberg-Marquardt method under Hölderian local error bound

Autor: Zheng Lin, Chen Liang, Tang Yangxin
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Open Mathematics, Vol 20, Iss 1, Pp 998-1012 (2022)
Druh dokumentu: article
ISSN: 2391-5455
DOI: 10.1515/math-2022-0485
Popis: In this article, we analyze the convergence rate of the modified Levenberg-Marquardt (MLM) 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. Under special circumstances, the convergence rate of the MLM method coincides with the results presented by Fan. A globally convergent MLM algorithm by the trust region technique will also be given.
Databáze: Directory of Open Access Journals