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 ◽  
◽  
...  

<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>

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Zhenxiang Wu ◽  
Tong Zhou ◽  
Lei Li ◽  
Liang Chen ◽  
Yanfang Ma

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.


2016 ◽  
Vol 23 (2) ◽  
pp. 59-73 ◽  
Author(s):  
J. Mandel ◽  
E. Bergou ◽  
S. Gürol ◽  
S. Gratton ◽  
I. Kasanický

Abstract. The ensemble Kalman smoother (EnKS) is used as a linear least-squares solver in the Gauss–Newton method for the large nonlinear least-squares system in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble members and no tangent or adjoint operators are needed. Furthermore, adding a regularization term results in replacing the Gauss–Newton method, which may diverge, by the Levenberg–Marquardt method, which is known to be convergent. The regularization is implemented efficiently as an additional observation in the EnKS. The method is illustrated on the Lorenz 63 model and a two-level quasi-geostrophic model.


2015 ◽  
Vol 2 (3) ◽  
pp. 865-902 ◽  
Author(s):  
J. Mandel ◽  
E. Bergou ◽  
S. Gürol ◽  
S. Gratton

Abstract. We propose to use the ensemble Kalman smoother (EnKS) as the linear least squares solver in the Gauss–Newton method for the large nonlinear least squares in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble members and no tangent or adjoint operators are needed. Further, adding a regularization term results in replacing the Gauss–Newton method, which may diverge, by the Levenberg–Marquardt method, which is known to be convergent. The regularization is implemented efficiently as an additional observation in the EnKS. The method is illustrated on the Lorenz 63 and the two-level quasi-geostrophic model problems.


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