一种求解非线性方程组的有效Levenberg-Marquardt算法

An Effective Levenberg-Marquardt Algorithm for Solving Systems of Nonlinear Equations

通过修改LM参数,并结合非单调技术和信赖域技术给出一种求解非线性方程组的有效Levenberg-Marquardt算法,即AMLM算法。在局部误差界条件下,证明了AMLM算法具有局部快速收敛性。数值实验结果表明,AMLM算法稳定、有效。

A new effective Levenberg-Marquardt algorithm for solving systems of nonlinear equations,namely AMLM algorithm was presented by modifying LM parameters,combining nonmonotone technique and trust region technique.The local fast convergence of the AMLM algorithm was proved under the local error bound condition.Numerical results show that the AMLM algorithm is stable and effective.