Article ID Journal Published Year Pages File Type
4625781 Applied Mathematics and Computation 2016 15 Pages PDF
Abstract

Fan (2014) presented an accelerated modified Levenberg–Marquardt method for nonlinear equations. At every iteration, the accelerated modified LM method computed not only a LM trial step, but also an additional approximate LM step which employed a line search. In this paper, based on the accelerated modified LM method, we compute the approximate LM step one more time at every iteration, and obtain a high-order accelerating modified Levenberg–Marquardt method. Under the local error bound condition which is weaker than nonsingularity, the convergence order of this new method is shown to be fourth. A globally convergence is also given by the trust region technique. Numerical results show that the new method is efficient and could save many calculations of the Jacobian.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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