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In this article we propose a novel nonstationary iterated Tikhonov (NIT) type method for obtaining stable approximate solutions to ill-posed operator equations modeled by linear operators acting between Hilbert spaces. Geometrical…

数值分析 · 数学 2020-11-12 R. Boiger , A. Leitao , B. F. Svaiter

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…

数值分析 · 数学 2024-06-12 Antonio Leitão , Joel C. Rabelo , Dirk A. Lorenz , Maximilian Winkler

In this paper, we first propose a new Levenberg-Marquardt method for solving constrained (and not necessarily square) nonlinear systems. Basically, the method combines the unconstrained Levenberg-Marquardt method with a type of feasible…

最优化与控制 · 数学 2019-08-20 Douglas S. Gonçalves , Max L. N. Gonçalves , Fabrícia R. Oliveira

We analyze convergence of the Levenberg-Marquardt method for solving nonlinear inverse problems in Hilbert spaces. Specifically, we establish local convergence and convergence rates for a class of inverse problems that satisfy H\"{o}lder…

泛函分析 · 数学 2025-01-16 Akari Ishida , Sei Nagayasu , Gen Nakamura

Many nonlinear differential equations arising from practical problems may permit nontrivial multiple solutions relevant to applications, and these multiple solutions are helpful to deeply understand these practical problems and to improve…

最优化与控制 · 数学 2025-04-17 Lin Li , Yuheng Zhou , Pengcheng Xie , Huiyuan Li

The Levenberg-Marquardt algorithm is a flexible iterative procedure used to solve non-linear least squares problems. In this work we study how a class of possible adaptations of this procedure can be used to solve maximum likelihood…

统计计算 · 统计学 2014-10-06 Marco Giordan , Federico Vaggi , Ron Wehrens

The Levenberg-Marquardt algorithm is one of the most popular algorithms for finding the solution of nonlinear least squares problems. Across different modified variations of the basic procedure, the algorithm enjoys global convergence, a…

最优化与控制 · 数学 2020-04-08 E. Bergou , Y. Diouane , V. Kungurtsev

In this paper we address the numerical solution of nonlinear ill-posed systems by iterative regularization methods in the classes of Levenberg-Marquardt, trust-region and adaptive quadratic regularization procedures. Both with exact and…

数值分析 · 数学 2015-04-17 Stefania Bellavia , Benedetta Morini

A stabilized Lagrange multiplier method for second order elliptic interface problems is presented in the framework of mortar method. The requirement of LBB (Ladyzhenskaya-Babu\v{s}ka-Brezzi) condition for mortar method is alleviated by…

数值分析 · 数学 2017-05-31 Sanjib Kumar Acharya , Ajit Patel

Inspired by certain regularization techniques for linear inverse problems, in this work we investigate the convergence properties of the Levenberg-Marquardt method using singular scaling matrices. Under a completeness condition, we show…

数值分析 · 数学 2024-06-11 Everton Boos , Douglas S. Goncalves , Fermin S. V. Bazan

Least squares form one of the most prominent classes of optimization problems, with numerous applications in scientific computing and data fitting. When such formulations aim at modeling complex systems, the optimization process must…

最优化与控制 · 数学 2021-05-31 E. Bergou , Y. Diouane , V. Kungurtsev , C. W. Royer

A new Levenberg--Marquardt (LM) method for solving nonlinear least squares problems with convex constraints is described. Various versions of the LM method have been proposed, their main differences being in the choice of a damping…

最优化与控制 · 数学 2024-05-16 Naoki Marumo , Takayuki Okuno , Akiko Takeda

In this paper, we revisit the classical problem of solving over-determined systems of nonsmooth equations numerically. We suggest a nonsmooth Levenberg--Marquardt method for its solution which, in contrast to the existing literature, does…

最优化与控制 · 数学 2023-11-10 Lateef O. Jolaoso , Patrick Mehlitz , Alain B. Zemkoho

In this paper we apply an augmented Lagrange method to a class of semilinear elliptic optimal control problems with pointwise state constraints. We show strong convergence of subsequences of the primal variables to a local solution of the…

最优化与控制 · 数学 2018-10-25 Veronika Karl , Ira Neitzel , Daniel Wachsmuth

Recently, a Levenberg-Marquardt method with Singular Scaling matrix, called LMMSS, was proposed and successfully applied in parameter estimation in heat conduction problems, where the choice of suitable singular scaling matrix resulted in…

数值分析 · 数学 2025-06-03 Rafaela Filippozzi , Everton Boos , Douglas Soares Gonçalves , Fermin Bazan

Many physical problems involving heterogeneous spatial scales, such as the flow through fractured porous media, the study of fiber-reinforced materials, or the modeling of the small circulation in living tissues -- just to mention a few…

数值分析 · 数学 2024-01-02 Luca Heltai , Paolo Zunino

In this paper we introduce the essential Lagrange multiplier and establish the solid mathematical foundation of constrained optimization in Hilbert spaces with sharp results on the mathematical foundation of quadratic-programming based…

最优化与控制 · 数学 2026-03-12 Zhiyu Tan

We study the Levenberg-Marquardt (L-M) method for solving the highly nonlinear and ill-posed inverse problem of identifying the Robin coefficients in elliptic and parabolic systems. The L-M method transforms the Tikhonov regularized…

数值分析 · 数学 2016-08-03 Jiang Daijun , Feng Hui , Zou Jun

We consider large-scale nonlinear least squares problems with sparse residuals, each of them depending on a small number of variables. A decoupling procedure which results in a splitting of the original problems into a sequence of…

最优化与控制 · 数学 2023-01-12 Natasa Krejic , Greta Malaspina , Lense Swaenen

We consider perturbed nonlinear ill-posed equations in Hilbert spaces, with operators that are monotone on a given closed convex subset. A simple stable approach is Lavrentiev regularization, but existence of solutions of the regularized…

数值分析 · 数学 2018-06-05 Robert Plato , Bernd Hofmann
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