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Local convergence of the Levenberg–Marquardt method under Hölder metric subregularity

  • University of Luxembourg
  • KU Leuven
  • University of Alicante
  • University of Vienna

Research output: Contribution to a Journal (Peer & Non Peer)Articlepeer-review

29 Citations (Scopus)

Abstract

We describe and analyse Levenberg–Marquardt methods for solving systems of nonlinear equations. More specifically, we propose an adaptive formula for the Levenberg–Marquardt parameter and analyse the local convergence of the method under Hölder metric subregularity of the function defining the equation and Hölder continuity of its gradient mapping. Further, we analyse the local convergence of the method under the additional assumption that the Łojasiewicz gradient inequality holds. We finally report encouraging numerical results confirming the theoretical findings for the problem of computing moiety conserved steady states in biochemical reaction networks. This problem can be cast as finding a solution of a system of nonlinear equations, where the associated mapping satisfies the Łojasiewicz gradient inequality assumption.

Original languageEnglish
Pages (from-to)2771-2806
Number of pages36
JournalAdvances in Computational Mathematics
Volume45
Issue number5-6
DOIs
Publication statusPublished - 1 Dec 2019
Externally publishedYes

Keywords

  • Hölder metric subregularity
  • Levenberg–Marquardt method
  • Local convergence rate
  • Nonlinear equation
  • Łojasiewicz inequality

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