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Original Articles

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

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Pages 767-786 | Received 21 May 2019, Accepted 15 Nov 2019, Published online: 27 Nov 2019
 

ABSTRACT

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.

2000 MATHEMATICS SUBJECT CLASSIFICATIONS:

Disclosure statement

No potential conflict of interest was reported by the authors.

Additional information

Funding

The authors are supported by National Natural Science Foundation of China (Chinese NSF) grants 11571234 and 11971309.

Notes on contributors

Haiyan Wang

Haiyan Wang is a PhD student at Shanghai Jiao Tong University. She works on numercial methods for nonlinear equations.

Jinyan Fan

Jinyan Fan is a professor of optimization at Shanghai Jiao Tong University. Currently she focuses on numerical methods for nonlinear least squares and tensor optimization.

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