Seminários de Otimização
Local convergence of Levenberg-Marquardt methods for nonzero-residue nonlinear least-squares problems under an error bound condition
Expositor: Douglas S. Gonçalves (UFSC)
Resumo: The Levenberg-Marquardt method (LM) is widely used for solving nonlinear systems of equations, as well as nonlinear least-squares problems. In this study, we consider local convergence issues of the LM method when applied to nonzero-residue nonlinear least-squares problems under an error bound condition, which is weaker than requiring full-rank of the Jacobian in a neighborhood of a stationary point. Differently from the zero-residue case, the choice of the LM parameter is shown to be dictated by (i)~the behavior of the rank of the Jacobian, and (ii)~a combined measure of nonlinearity and residue size in a neighborhood of the set of (possibly non-isolated) stationary points of the sum of squares function.
Data: Sexta-feira, 31 de agosto, 10h30m
Local: Auditório Airton Silva, sala MTM007 do Departamento de Matemática.
Maiores informações: www.mtm.ufsc.br/~maicon/seminar