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 language | English |
|---|---|
| Pages (from-to) | 2771-2806 |
| Number of pages | 36 |
| Journal | Advances in Computational Mathematics |
| Volume | 45 |
| Issue number | 5-6 |
| DOIs | |
| Publication status | Published - 1 Dec 2019 |
| Externally published | Yes |
Keywords
- Hölder metric subregularity
- Levenberg–Marquardt method
- Local convergence rate
- Nonlinear equation
- Łojasiewicz inequality
Fingerprint
Dive into the research topics of 'Local convergence of the Levenberg–Marquardt method under Hölder metric subregularity'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver