Andreas Fischer
Institute of Numerical Mathematics, TU Dresden, Germany
Levenberg-Marquardt methods
The Levenberg-Marquardt (LM) method is a regularized Gauss-Newton
method.
A survey on the recent use of LM methods for equations with nonisolated
solutions will be presented. We first focus on the question how the
regularization parameter and the level of inexactness in the subproblems
influence the local convergence rate. Since an error bound condition is
a key assumption for the local fast convergence of LM methods this
assumption is discussed in more detail for some applications, e.g., Nash
equilibrium problems and multiobjective optimization. Extensions to
constrained equations are highlighted as well.