求解非线性方程组的修正Shamanskii-like Levenberg-Marquard方法

Large Modified Shamanskii-like Levenberg-Marquard Method for Solving Nonlinear Equations

通过改进Shamanskii-like Levenberg-Marquard参数,提出了修正的Shamanskii-like Levenberg-Marquard方法(MSLM).给出该算法在一定条件下的全局收敛性,并证明其收敛阶为(m+1).数值实验表明,在解决不同问题尤其是大规模问题时,所提出的算法具有更高的求解效率.

By improving the parameters of Shamanskii-like Levenberg-Marquard,a modified Shamanskii-like Levenberg-Marquard method(MSLM)is proposed.The global convergence of the algorithm under certain conditions is given,and its convergence step is proved to be(m+1).Numerical experiments show that the proposed algorithm has higher solving efficiency when solving different problems,especially large-scale problems.