| Abstract: | Based on the work of paper 1], we propose a modified Levenberg-Marquardt algoithm for solving singular system of nonlinear equations F(x) = 0, where F(x) : Rn - Rn is continuously differentiable and F'(x) is Lipschitz continuous. The algorithm is equivalent to a trust region algorithm in some sense, and the global convergence result is given. The sequence generated by the algorithm converges to the solution quadratically, if ||F(x)||2 provides a local error bound for the system of nonlinear equations. Numerical results show that the algorithm performs well. |
