An Improved Non-Monotonic Trust Region Two-Step Levenberg-Marquardt Method

本文提出了一种求解非线性方程组的改进型非单调信赖域两步Levenberg-Marquardt方法,证明了该方法在适当条件下具有全局收敛性。数值试验表明该方法比单步Levenberg-Marquardt方法具有更好的数值效果。In this paper, an improved nonmonotonic trust region two-step Levenberg-Marquardt method for solving nonlinear equations is proposed, and it is proved that the method has global convergence under appropriate conditions. Numerical experiments show that the method has better numerical results than the one-step Levenberg-Marquardt method.

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Publication Details

Journal
Advances in Applied Mathematics
Published
2025-01-01
DOI
https://doi.org/10.12677/aam.2025.146335
Primary Topic
Stochastic Gradient Optimization Techniques
Type
article
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article

An Improved Non-Monotonic Trust Region Two-Step Levenberg-Marquardt Method

素丹 何
Advances in Applied Mathematics
Stochastic Gradient Optimization Techniques
article

An Improved Non-Monotonic Trust Region Two-Step Levenberg-Marquardt Method

素丹 何
article en

Abstract

本文提出了一种求解非线性方程组的改进型非单调信赖域两步Levenberg-Marquardt方法,证明了该方法在适当条件下具有全局收敛性。数值试验表明该方法比单步Levenberg-Marquardt方法具有更好的数值效果。In this paper, an improved nonmonotonic trust region two-step Levenberg-Marquardt method for solving nonlinear equations is proposed, and it is proved that the method has global convergence under appropriate conditions. Numerical experiments show that the method has better numerical results than the one-step Levenberg-Marquardt method.

Advances in Applied MathematicsVol. 14(06)
Openalex Percentile: Top 93%
Stochastic Gradient Optimization Techniques
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An Improved Non-Monotonic Trust Region Two-Step Levenberg-Marquardt Method — 素丹 何 · Advances in Applied Mathematics (2025) | TGRS Research Map | TGRS