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.
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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.