A high-order modified Levenberg–Marquardt method for systems of nonlinear equations with fourth-order convergence

2016 ◽  
Vol 285 ◽  
pp. 79-93 ◽  
Author(s):  
Liang Chen
Keyword(s):  
Nonlinear Equations ◽  
Fourth Order ◽  
High Order ◽  
Systems Of Nonlinear Equations ◽  
Order Convergence ◽  
Marquardt Method ◽  
Levenberg Marquardt

scholarly journals A New Modified Efficient Levenberg–Marquardt Method for Solving Systems of Nonlinear Equations

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Zhenxiang Wu ◽  
Tong Zhou ◽  
Lei Li ◽  
Liang Chen ◽  
Yanfang Ma
Keyword(s):  
Error Bound ◽  
Nonlinear Equations ◽  
Numerical Experiments ◽  
Systems Of Nonlinear Equations ◽  
Local Error ◽  
Local Error Bound ◽  
Marquardt Method ◽  
Marquardt Algorithm ◽  
Levenberg Marquardt ◽  
Local Error Bound Condition

For systems of nonlinear equations, a modified efficient Levenberg–Marquardt method with new LM parameters was developed by Amini et al. (2018). The convergence of the method was proved under the local error bound condition. In order to enhance this method, using nonmonotone technique, we propose a new Levenberg–Marquardt parameter in this paper. The convergence of the new Levenberg–Marquardt method is shown to be at least superlinear, and numerical experiments show that the new Levenberg–Marquardt algorithm can solve systems of nonlinear equations effectively.

scholarly journals A variant of the Levenberg-Marquardt method with adaptive parameters for systems of nonlinear equations

2021 ◽  
Vol 7 (1) ◽  
pp. 1241-1256
Author(s):  
Lin Zheng ◽  
◽  
Liang Chen ◽  
Yanfang Ma ◽  
◽  
...  
Keyword(s):  
Least Squares ◽  
Error Bound ◽  
Nonlinear Equations ◽  
Quadratic Convergence ◽  
Nonlinear Least Squares ◽  
Systems Of Nonlinear Equations ◽  
Local Error ◽  
Marquardt Method ◽  
Levenberg Marquardt ◽  
Wolfe Line Search

<abstract><p>The Levenberg-Marquardt method is one of the most important methods for solving systems of nonlinear equations and nonlinear least-squares problems. It enjoys a quadratic convergence rate under the local error bound condition. Recently, to solve nonzero-residue nonlinear least-squares problem, Behling et al. propose a modified Levenberg-Marquardt method with at least superlinearly convergence under a new error bound condtion <sup>[<xref ref-type="bibr" rid="b3">3</xref>]</sup>. To extend their results for systems of nonlinear equations, by choosing the LM parameters adaptively, we propose an efficient variant of the Levenberg-Marquardt method and prove its quadratic convergence under the new error bound condition. We also investigate its global convergence by using the Wolfe line search. The effectiveness of the new method is validated by some numerical experiments.</p></abstract>

An efficient fourth order weighted-Newton method for systems of nonlinear equations

2012 ◽  
Vol 62 (2) ◽  
pp. 307-323 ◽  
Author(s):  
Janak Raj Sharma ◽  
Rangan Kumar Guha ◽  
Rajni Sharma
Keyword(s):  
Nonlinear Equations ◽  
Newton Method ◽  
Fourth Order ◽  
Systems Of Nonlinear Equations

scholarly journals Three New Optimal Fourth-Order Iterative Methods to Solve Nonlinear Equations

2013 ◽  
Vol 2013 ◽  
pp. 1-8 ◽  
Author(s):  
Gustavo Fernández-Torres ◽  
Juan Vásquez-Aquino
Keyword(s):  
Iterative Methods ◽  
Nonlinear Equations ◽  
Fourth Order ◽  
Newton’S Method ◽  
Newton's Method ◽  
Classical Method ◽  
Multiple Roots ◽  
Order Convergence ◽  
Numerical Examples ◽  
Optimal Methods

We present new modifications to Newton's method for solving nonlinear equations. The analysis of convergence shows that these methods have fourth-order convergence. Each of the three methods uses three functional evaluations. Thus, according to Kung-Traub's conjecture, these are optimal methods. With the previous ideas, we extend the analysis to functions with multiple roots. Several numerical examples are given to illustrate that the presented methods have better performance compared with Newton's classical method and other methods of fourth-order convergence recently published.

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