A New Adaptive Multi-step Levenberg-Marquardt Method and its Improved Convergence Results.

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Title: A New Adaptive Multi-step Levenberg-Marquardt Method and its Improved Convergence Results.
Authors: Meilan Zeng1 zml571@126.com, Junchao Zhou2 zhoujunchao@hbeu.edu.cn
Source: IAENG International Journal of Computer Science. Aug2025, Vol. 52 Issue 8, p2605-2611. 7p.
Subjects: Nonlinear equations, Marquardt algorithm, Iterative methods (Mathematics), Quantitative research, Asymptotic expansions, Holder spaces
Abstract: In this paper, we propose an adaptive multi-step Levenberg-Marquardt (LM) method with a new parameter λk = μkkGT k Fkkδ; δ∊ 2 (0; 1] for solving nonlinear equations and improve convergence results. The global and local convergence theories are established. The local superlinear convergence is proved under the Hölderian local error bound condition, which is weaker than the local error bound. Numerical experiments verify the convergence of our algorithm for singular problems that satisfy the Hölderian local error bound condition. [ABSTRACT FROM AUTHOR]
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Database: Engineering Source
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Abstract:In this paper, we propose an adaptive multi-step Levenberg-Marquardt (LM) method with a new parameter λk = μkkGT k Fkkδ; δ∊ 2 (0; 1] for solving nonlinear equations and improve convergence results. The global and local convergence theories are established. The local superlinear convergence is proved under the Hölderian local error bound condition, which is weaker than the local error bound. Numerical experiments verify the convergence of our algorithm for singular problems that satisfy the Hölderian local error bound condition. [ABSTRACT FROM AUTHOR]
ISSN:1819656X