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相关论文: On the regularization property of Levenberg-Marqua…

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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

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

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 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

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

Globally convergent variants of the Gauss-Newton algorithm are often the methods of choice to tackle nonlinear least-squares problems. Among such frameworks, Levenberg-Marquardt and trust-region methods are two well-established, similar…

最优化与控制 · 数学 2021-11-22 E. Bergou , Y. Diouane , V. Kungurtsev , C. W. Royer

We propose the application of iterative regularization for the development of ensemble methods for solving Bayesian inverse problems. In concrete, we construct (i) a variational iterative regularizing ensemble Levenberg-Marquardt method…

数值分析 · 数学 2014-06-25 Marco A. Iglesias

The focus of this work is on an alternative implementation of the iterative ensemble smoother (iES). We show that iteration formulae similar to those used in \cite{chen2013-levenberg,emerick2012ensemble} can be derived by adopting a…

数据分析、统计与概率 · 物理学 2016-02-11 Xiaodong Luo , Andreas S. Stordal , Rolf J. Lorentzen , Geir Nævdal

We introduce a derivative-free computational framework for approximating solutions to nonlinear PDE-constrained inverse problems. The aim is to merge ideas from iterative regularization with ensemble Kalman methods from Bayesian inference…

最优化与控制 · 数学 2016-01-20 Marco A. Iglesias

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

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

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…

最优化与控制 · 数学 2018-05-23 Elvar K. Bjarkason , Oliver J. Maclaren , John P. O'Sullivan , Michael J. O'Sullivan

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…

最优化与控制 · 数学 2023-01-09 Aleksandr Y. Aravkin , Robert Baraldi , Dominique Orban

This paper investigates two inexact Levenberg-Marquardt (LM) methods for solving systems of nonlinear equations. Both approaches compute approximate search directions by solving the LM linear system inexactly, subject to specific…

最优化与控制 · 数学 2025-07-23 Bas Symoens , Morteza Rahimi , Masoud Ahookhosh

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…

最优化与控制 · 数学 2025-01-15 Lidija Fodor , Dusan Jakovetic , Natasa Krejic , Greta Malaspina

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

Minimizing the sum of a convex function and a composite function appears in various fields. The generalized Levenberg--Marquardt (LM) method, also known as the prox-linear method, has been developed for such optimization problems. The…

最优化与控制 · 数学 2026-01-05 Naoki Marumo , Takayuki Okuno , Akiko Takeda

The convergence of Levenberg-Marquard method is discussed for the inverse problem to reconstruct the storage modulus and loss modulus for the so called scalar model by single interior measurement. The scalar model is the most simplest model…

数值分析 · 数学 2017-08-01 Yu Jiang , Gen Nakamura

In this article we propose a novel strategy for choosing the Lagrange multipliers in the Levenberg-Marquardt method for solving ill-posed problems modeled by nonlinear operators acting between Hilbert spaces. Convergence analysis results…

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

Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…

最优化与控制 · 数学 2022-04-22 Cristian Vega , Cesare Molinari , Lorenzo Rosasco , Silvia Villa
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