Goldstein线搜索下Levenberg-Marquardt方法的全局收敛性

摘要

In this paper,we consider the Levenberg-Marquardt method for solving nonlinear equations.We use Goldstein line search on every iteration to guarantee the global convergence of the Levenberg-Marquardt method.Under mild conditions,we prove that the Levenberg-Marquardt method is globally convergent.And we also apply the method to solve generalized complementarity problems.%给出在Goldstein线搜索条件下求解非线性方程的Levenberg-Marquardt方法,在较为温和的条件下证明了该方法的全局收敛性,并且利用该方法对广义互补问题进行了求解分析.