一种广义BFGS Levenberg-Marquardt算法

摘要

提出一种基于BFGS更新的 Levenberg-Marquardt算法，该算法不仅具有全局收敛性和二次收敛速度，而且可以更有效地求解大规模优化问题。数值实验表明，该算法在求解大规模绝对值方程问题方面也是有效的。%This paper proposes a modified Levenberg-Marquardt algorithm with BFGS update formula.Our algorithm converges globally to an optimal solution and the convergence rate is quadratic.Moreover,it has better efficiency for solving large-scale problems.Numerical results show that this algorithm is promising for solving large-scale absolute value equations prob-lems.