Global Complexity Bound of the Inexact Levenberg–Marquardt Method  

作　　者：Jian-Chao Huang Jin-Yan Fan 

机构地区：[1]School of Mathematical Sciences,Shanghai Jiao Tong University,Shanghai 200240,China [2]School of Mathematical Sciences,MOE-LSC,Shanghai Jiao Tong University,Shanghai 200240,China

出　　处：《Journal of the Operations Research Society of China》2018年第3期417-428,共12页中国运筹学会会刊（英文）

基　　金：This work was partially supported by the National Natural Science Foundation of China(No.11571234).

摘　　要：In this paper,we investigate the global complexity bound for the inexact Levenberg–Marquardt method,where the Jacobian may be perturbed and the solution is possibly not exact.Under reasonable assumptions,we show that the global complexity bound is O(ε^(−2)),which is the same as the exact case.We also show that it can be reduced to O(lgε^(−1))under some regularity assumption.

关 键 词：Global complexity bound Inexact Levenberg–Marquardt method Nonlinear equations 

分 类 号：O17[理学—数学]