On a Global Complexity Bound of the Levenberg-Marquardt Method

Kenji Ueda () and Nobuo Yamashita ()
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Kenji Ueda: Mitsubishi Electric Corporation
Nobuo Yamashita: Kyoto University

Journal of Optimization Theory and Applications, 2010, vol. 147, issue 3, No 2, 443-453

Abstract: Abstract In this paper, we investigate a global complexity bound of the Levenberg-Marquardt method (LMM) for the nonlinear least squares problem. The global complexity bound for an iterative method solving unconstrained minimization of φ is an upper bound to the number of iterations required to get an approximate solution, such that ‖∇φ(x)‖≤ε. We show that the global complexity bound of the LMM is O(ε −2).

Keywords: Levenberg-Marquardt methods; Global complexity bound; Scale parameter (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10957-010-9731-0

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