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A modified Levenberg–Marquardt method for solving system of nonlinear equations

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Abstract

A modified Levenberg–Marquardt methods for solving system of nonlinear equations is described and analysed in this paper. Specifically, we propose a convex combination of \(\Vert F_k\Vert ^\delta \) and \(\left\| J_k^TF_k\right\| ^\delta \) with \(\delta \in [1,2]\) for the LM parameter and analyse the convergence of this modified Levenberg–Marquardt method under the \(\gamma \)-Hölderian local error bound of the underlying function and the v-Hölderian continuity of its Jacobian. The results show that, under some suitable relationships of exponents v, \(\gamma \) and \(\delta \), the modified Levenberg–Marquardt method converges to the solution set of the system of nonlinear equations at least superlinearly. Numerical experiments show the new algorithm is efficient.

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Acknowledgements

This research was supported by NFSC Grant 11901061, the University Natural Science Research Project of Anhui Province Grant KJ2020ZD008 and the Natural Science Foundation of Anhui province Grant 2108085MF204. Part of this work was completed during authors’ visit to University of Texas at Arlington. They would like to thank Prof. Ren-Cang Li for his hospitality during the visit.

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Authors and Affiliations

  1. School of Sciences, Changzhou Institute of Technology, Changzhou, 213032, Jiangsu, People’s Republic of China

    Liang Chen

  2. School of Computer Science and Information Engineering, Changzhou Institute of Technology, Changzhou, 213032, Jiangsu, People’s Republic of China

    Yanfang Ma

  3. School of Mathematical Sciences, Huaibei Normal University, Huaibei, 235000, Anhui, People’s Republic of China

    Liang Chen

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  1. Liang Chen
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  2. Yanfang Ma
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Correspondence to Liang Chen.

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Chen, L., Ma, Y. A modified Levenberg–Marquardt method for solving system of nonlinear equations. J. Appl. Math. Comput. 69, 2019–2040 (2023). https://doi.org/10.1007/s12190-022-01823-x

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  • DOI: https://doi.org/10.1007/s12190-022-01823-x

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