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Journal of Optimization Theory and Applications

, Volume 147, Issue 3, pp 443–453 | Cite as

On a Global Complexity Bound of the Levenberg-Marquardt Method

  • Kenji Ueda
  • Nobuo Yamashita
Article

Abstract

In this paper, we investigate a global complexity bound of the Levenberg-Marquardt method (LMM) for the nonlinear least squares problem. The global complexity bound for an iterative method solving unconstrained minimization of φ is an upper bound to the number of iterations required to get an approximate solution, such that ‖∇φ(x)‖≤ε. We show that the global complexity bound of the LMM is O(ε −2).

Keywords

Levenberg-Marquardt methods Global complexity bound Scale parameter 

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Advanced Technology R&D CenterMitsubishi Electric CorporationHyogoJapan
  2. 2.Department of Applied Mathematics and Physics, Graduate School of InformaticsKyoto UniversityKyotoJapan

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