@Article{JCM-21-625, author = {Fan , Jin-Yan}, title = {A Modified Levenberg-Marquardt Algorithm for Singular System of Nonlinear Equations}, journal = {Journal of Computational Mathematics}, year = {2003}, volume = {21}, number = {5}, pages = {625--636}, abstract = {
Based on the work of paper [1], we propose a modified Levenberg-Marquardt algorithm for solving singular system of nonlinear equations $F(x)=0$, where $F(x):R^n\rightarrow R^n$ is continuously differentiable and $F'(x)$ is Lipschitz continuous. The algorithm is equivalent to a trust region algorithm in some sense , and the global convergence result is given. The sequence generated by the algorithm converges to the solution quadratically, if $\|F(x)\|_2$provides a local error bound for the system of nonlinear equations. Numerical results show that the algorithm performs well.
}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/10241.html} }