ON THE CONVERGENCE RATE OF THE INEXACT LEVENBERG-MARQUARDT METHOD

摘要

In this paper we study the convergence rate of the inexact Levenberg-Marquardt method for nonlinear equations. Under the local error bound con-dition which is weaker than nonsingularity, we derive an explicit formula of the convergence order of the inexact LM method, which is a continuous function with respect to not only the LM parameter but also the perturbation vector. The new formula includes many convergence rate results in the literature as its special cases.