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We develop a Levenberg-Marquardt method for minimizing the sum of a smooth nonlinear least-squar es term $f(x) = \tfrac{1}{2} \|F(x)\|_2^2$ and a nonsmooth term $h$. Both $f$ and $h$ may be nonconvex. Steps are computed by minimizing the…

Optimization and Control · Mathematics 2023-01-09 Aleksandr Y. Aravkin , Robert Baraldi , Dominique Orban

The Levenberg-Marquardt (LM) method is commonly used for inverting models used to describe geothermal, groundwater, or oil and gas reservoirs. In previous studies LM parameter updates have been made tractable for highly parameterized…

Optimization and Control · Mathematics 2018-05-23 Elvar K. Bjarkason , Oliver J. Maclaren , John P. O'Sullivan , Michael J. O'Sullivan

This paper studied the problem of solving the system of nonlinear equations ${\bf F}({\bf x})={\bf 0}$, where ${\bf F}:{\mathbb R}^{d}\to{\mathbb R}^d$. We propose Gram-Reduced Levenberg--Marquardt method which updates the Gram matrix ${\bf…

Optimization and Control · Mathematics 2024-12-12 Chengchang Liu , Luo Luo , John C. S. Lui

In this paper we develop a convergence analysis in an infinite dimensional setting of the Levenberg-Marquardt iteration for the solution of a hybrid conductivity imaging problem. The problem consists in determining the spatially varying…

Analysis of PDEs · Mathematics 2012-11-27 Guillaume Bal , Wolf Naetar , Otmar Scherzer , John Schotland

In this paper, we propose a derivative-free Levenberg-Marquardt algorithm for nonlinear least squares problems, where the Jacobian matrices are approximated via orthogonal spherical smoothing. It is shown that the gradient models which use…

Numerical Analysis · Mathematics 2024-07-18 Xi Chen , Jinyan Fan

In this work we are interested in general linear inverse problems where the corresponding forward problem is solved iteratively using fixed point methods. Then one-shot methods, which iterate at the same time on the forward problem solution…

Numerical Analysis · Mathematics 2024-05-15 Marcella Bonazzoli , Houssem Haddar , Tuan Anh Vu

Low complexity of a system model is essential for its use in real-time applications. However, sparse identification methods commonly have stringent requirements that exclude them from being applied in an industrial setting. In this paper,…

Systems and Control · Electrical Eng. & Systems 2022-03-24 Mark Haring , Esten Ingar Grøtli , Signe Riemer-Sørensen , Katrine Seel , Kristian Gaustad Hanssen

When minimizing a nonlinear least-squares function, the Levenberg-Marquardt algorithm can suffer from a slow convergence, particularly when it must navigate a narrow canyon en route to a best fit. On the other hand, when the least-squares…

Data Analysis, Statistics and Probability · Physics 2012-01-30 Mark K. Transtrum , James P. Sethna

This paper studies sparse nonlinear least squares problems, where the Jacobian matrices are unavailable or expensive to compute, yet have some underlying sparse structures. We construct the Jacobian models by the $ \ell_1 $ minimization…

Optimization and Control · Mathematics 2025-07-10 Yuchen Feng , Chuanlong Wang , Jinyan Fan

A nonlinear generalisation of the PageRank problem involving the Moore-Penrose inverse of an incidence matrix is developed for local graph partitioning purposes. The Levenberg-Marquardt method with a full rank Jacobian variant provides a…

Numerical Analysis · Mathematics 2025-11-25 Costy Kodsi , Dimosthenis Pasadakis

Motivated by localization problems such as cadastral maps refinements, we consider a generic Nonlinear Least Squares (NLS) problem of minimizing an aggregate squared fit across all nonlinear equations (measurements) with respect to the set…

Optimization and Control · Mathematics 2025-01-15 Lidija Fodor , Dusan Jakovetic , Natasa Krejic , Greta Malaspina

The problem of fitting experimental data to a given model function $f(t; p_1,p_2,\dots,p_N)$ is conventionally solved numerically by methods such as that of Levenberg-Marquardt, which are based on approximating the Chi-squared measure of…

Optimization and Control · Mathematics 2017-03-14 Alberto Herrera-Gomez , R. Michael Porter

A fundamental class of matrix optimization problems that arise in many areas of science and engineering is that of quadratic optimization with orthogonality constraints. Such problems can be solved using line-search methods on the Stiefel…

Optimization and Control · Mathematics 2015-10-06 Huikang Liu , Weijie Wu , Anthony Man-Cho So

A q-Levenberg-Marquardt method is an iterative procedure that blends a q-steepest descent and q-Gauss-Newton methods. When the current solution is far from the correct one the algorithm acts as the q-steepest descent method. Otherwise the…

Optimization and Control · Mathematics 2021-07-08 Danijela Protic , Miomir Stankovic

In this short article, some properties of matrices of moving least-squares approximation have been proven.The used technique is based on singular-value decomposition and inequalities for singular-values. Some inequalities for the norm of…

Numerical Analysis · Mathematics 2015-10-28 Svetoslav Nenov , Tsvetelin Tsvetkov

Motivated by a use case in theoretical hadron physics, we revisit an application of a pole-sum fit to dressing functions of a confined quark propagator. More precisely, we investigate approaches to determine the number and positions of the…

High Energy Physics - Phenomenology · Physics 2023-11-09 S. Kaidisch , T. U. Hilger , A. Krassnigg , W. Lucha

We herein propose a variant of the projected inexact Levenberg--Marquardt method (ILMM) for solving constrained nonsmooth equations. Since the orthogonal projection onto the feasible set may be computationally expensive, we propose a local…

Optimization and Control · Mathematics 2021-05-06 Fabiana R. de Oliveira , Fabrícia R. Oliveira

In these notes we propose and analyze an inertial type method for obtaining stable approximate solutions to nonlinear ill-posed operator equations. The method is based on the Levenberg-Marquardt (LM) iteration. The main obtained results…

Numerical Analysis · Mathematics 2024-06-12 Antonio Leitão , Joel C. Rabelo , Dirk A. Lorenz , Maximilian Winkler

In this paper, we study local convergence of high-order Tensor Methods for solving convex optimization problems with composite objective. We justify local superlinear convergence under the assumption of uniform convexity of the smooth…

Optimization and Control · Mathematics 2021-05-21 Nikita Doikov , Yurii Nesterov

The extended Weber location problem is a classical optimization problem that has inspired some new works in several machine learning scenarios recently. However, most existing algorithms may get stuck due to the singularity at the data…

Machine Learning · Computer Science 2024-05-14 Zhao-Rong Lai , Xiaotian Wu , Liangda Fang , Ziliang Chen