Levenberg-Marquardt型非线性最小二乘算法的收敛性 |
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引用本文: | 诸梅芳,张建中.Levenberg-Marquardt型非线性最小二乘算法的收敛性[J].计算数学,1982,4(2):182-192. |
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作者姓名: | 诸梅芳 张建中 |
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作者单位: | 北京工业大学应用数学系
(诸梅芳),上海师范学院(张建中) |
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摘 要: | 在无约束最优化问题中,目标函数常常具有某些特殊的形式,最常见的一种是若干个函数的平方和形式,即
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THE CONVERGENCE OF LEVENBERG-MARQUARDT TYPE NONLINEAR LEAST SQUARES ALGORITHMS |
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Institution: | Zhu Mei-fang Beijing Polytechnic University Zhang Jian-zhong Shanghai Normal Institute |
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Abstract: | In this paper, we prove the convergence of two Levenberg-Marquardt type nonli-near least squares algorithms. One was improved by Fletcher and the other was amodification to Meyer's algorithm. In contrast to 6], the boundedness of dampingfactor series becomes a conclusion here instead of an assumption. |
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