کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4629089 | 1340573 | 2013 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A Levenberg–Marquardt algorithm with correction for singular system of nonlinear equations
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
In this paper we propose a new LM algorithm for the singular system of nonlinear equations F(x)=0F(x)=0, where F(x):Rn→RnF(x):Rn→Rn is continuously differentiable and F′(x)F′(x) is Lipschitz continuous. At every iteration, not only a LM step but also a correction step are computed. The LM parameter is taken as μk‖Fk‖δμk‖Fk‖δ, where δ∈(0,2]δ∈(0,2] and μkμk is updated by the trust region technique. Under the local error bound condition which is weaker than nonsingularity, we prove the convergence rate of the algorithm is min{2,1+2δ}min{2,1+2δ}. Numerical results show that the new LM algorithm performs very well.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 219, Issue 17, 1 May 2013, Pages 9438–9446
Journal: Applied Mathematics and Computation - Volume 219, Issue 17, 1 May 2013, Pages 9438–9446
نویسندگان
Jinyan Fan, Jinlong Zeng,