Goldstein线搜索下Levenberg-Marquardt方法的全局收敛性(英文)  

Global convergence of the Levenberg-Marquardt method with Goldstein line search

作　　者：杜守强[1] 

机构地区：[1]青岛大学数学科学学院,山东青岛266071

出　　处：《运筹学学报》2012年第4期105-111,共7页Operations Research Transactions

基　　金：Supported by National Natural Science Fundation of China(Nos.11101231,10971118);Shandong Province Higher Educational Science and Technology Program(No.J10LA05);International Cooperation Program for Excellent Lecturers of 2011 by Shandong Provincial Education Department

摘　　要：给出在Goldstein线搜索条件下求解非线性方程的Levenberg-Marquardt方法,在较为温和的条件下证明了该方法的全局收敛性,并且利用该方法对广义互补问题进行了求解分析.In this paper, we consider the Levenberg-Marquardt method for solving nonlinear equations. We use Goldstein line search on every iteration to guarantee the global convergence of the Levenberg-Marquardt method. Under mild conditions, we prove that the Levenberg-Marquardt method is globally convergent. And we also apply the method to solve generalized complementarity problems.

关 键 词：全局收敛 Levenberg-Marquardt方法 线搜索 非线性方程 

分 类 号：O224[理学—运筹学与控制论]