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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 52, 2003 - Issue 6
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Original Articles

On the convergence properties of the Levenberg–Marquardt method

Pages 739-756 | Received 14 Jan 2002, Accepted 20 Jun 2003, Published online: 13 May 2010

References

  • Dan H. Yamashita N. Fukushima M. 2001 Convergence Properties of the Inexact Levenberg-Marquardt Method Under Local Error Bound Conditions Technical Report 2001-003 Department of Applied Mathematics and Physics, Kyoto University
  • Yamashita , N. and Fukushima , M. 2001 . On the rate of convergence of the Levenberg-Marquardt method . Computing , 15 : 239 – 249 .
  • Fan J. Yuan Y. 2000 On the Convergence of a New Levenberg–Marquardt Method Technical Report State Key Laboratory of Scientific/Engineering Computing. Institute of Computational Mathematics and Scientific/Engineering Computing, CAS
  • Levenberg , K. 1944 . A method for the solution of certain nonlinear problem in least squares . Quart. Appl. Math. , 2 : 164 – 166 .
  • Marquardt , D.W. 1963 . An algorithm for least-squares estimation of nonlinear inequalities . SIAM J. Appl. Math. , 11 : 431 – 441 .
  • Stewart G.W. Sun J.G. 1990 Matrix Perturbation Theory Academic Press San Diego CA
  • Floudas C.A. 2000 Deterministic Global Optimization, Theory, Methods and Application Kluwer Academic Publishers
  • Facchinei , F. and Kanzow , C. 1997 . A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems . Math. Prog. , 76 : 493 – 512 .

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