Convergence and Complexity Analysis of a Levenberg-Marquardt Algorithm for Inverse Problems
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F20%3A00347159" target="_blank" >RIV/68407700:21230/20:00347159 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1007/s10957-020-01666-1" target="_blank" >https://doi.org/10.1007/s10957-020-01666-1</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s10957-020-01666-1" target="_blank" >10.1007/s10957-020-01666-1</a>
Alternative languages
Result language
angličtina
Original language name
Convergence and Complexity Analysis of a Levenberg-Marquardt Algorithm for Inverse Problems
Original language description
The Levenberg-Marquardt algorithm is one of the most popular algorithms for finding the solution of nonlinear least squares problems. Across different modified variations of the basic procedure, the algorithm enjoys global convergence, a competitive worst-case iteration complexity rate, and a guaranteed rate of local convergence for both zero and nonzero small residual problems, under suitable assumptions. We introduce a novel Levenberg-Marquardt method that matches, simultaneously, the state of the art in all of these convergence properties with a single seamless algorithm. Numerical experiments confirm the theoretical behavior of our proposed algorithm.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
<a href="/en/project/EF16_019%2F0000765" target="_blank" >EF16_019/0000765: Research Center for Informatics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN
0022-3239
e-ISSN
1573-2878
Volume of the periodical
185
Issue of the periodical within the volume
3
Country of publishing house
US - UNITED STATES
Number of pages
18
Pages from-to
927-944
UT code for WoS article
000532195600002
EID of the result in the Scopus database
2-s2.0-85084682182