EXTENDED LEVENBERG-MARQUARDT METHOD FOR COMPOSITE FUNCTION MINIMIZATION
EXTENDED LEVENBERG-MARQUARDT METHOD FOR COMPOSITE FUNCTION MINIMIZATION
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Chinese Academy of Mathematices and Systems Science (AMSS) Chinese Academy of Sciences
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Language
English
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Publisher
Chinese Academy of Mathematices and Systems Science (AMSS) Chinese Academy of Sciences
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In this paper, we propose an extended Levenberg-Marquardt （ELM） framework that generalizes the classic Levenberg-Marquardt （LM） method to solve the unconstrained minimization problem min ρ（r（x））, where r ： Rn→ Rm and ρ ： Rm → R. We also develop a few inexact variants which generalize ELM to the cases where the inner subproblem is not solved exactly...
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Full title
EXTENDED LEVENBERG-MARQUARDT METHOD FOR COMPOSITE FUNCTION MINIMIZATION
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Record Identifier
TN_cdi_crossref_primary_10_4208_jcm_1702_m2016_0699
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_4208_jcm_1702_m2016_0699
Other Identifiers
ISSN
0254-9409
E-ISSN
1991-7139
DOI
10.4208/jcm.1702-m2016-0699
