Levenberg-Marquardt method for absolute value equation associated with second-order cone

<p style='text-indent:20px;'>In this paper, we suggest the Levenberg-Marquardt method with Armijo line search for solving absolute value equations associated with the second-order cone (SOCAVE for short), which is a generalization of the standard absolute value equation frequently discussed in the literature during the past decade. We analyze the convergence of the proposed algorithm. For numerical reports, we not only show the efficiency of the proposed method, but also present numerical comparison with smoothing Newton method. It indicates that the proposed algorithm could also be a good choice for solving the SOCAVE.</p>

Levenberg–Marquardt method for ill-posed inverse problems with possibly non-smooth forward mappings between Banach spaces

In this paper, we consider a Levenberg–Marquardt method with general regularization terms that are uniformly convex on bounded sets to solve the ill-posed inverse problems in Banach spaces, where the forward mapping might not Gˆateaux differentiable and the image space is unnecessarily reflexive. The method therefore extends the one proposed by Jin and Yang in (Numer. Math. 133:655–684, 2016) for smooth inverse problem setting with globally uniformly convex regularization terms. We prove a novel convergence analysis of the proposed method under some standing assumptions, in particular, the generalized tangential cone condition and a compactness assumption. All these assumptions are fulfilled when investigating the identification of the heat source for semilinear elliptic boundary-value problems with a Robin boundary condition, a heat source acting on the boundary, and a possibly non-smooth nonlinearity. Therein, the Clarke subdifferential of the non-smooth nonlinearity is employed to construct the family of bounded operators that is a replacement for the nonexisting Gˆateaux derivative of the forward mapping. The efficiency of the proposed method is illustrated with a numerical example.

Discussion on the damping factor and improvement of the Levenberg-Marquardt method

The ill-posed problem is the key obstacle to obtain the accurate inversion results in the geophysical inversion field, and the Levenberg-Marquardt1, 2(hereinafter referred to as the L-M method) method has been widely used as it can effectively improve the ill-posed problems. However, the inversion results obtained by the L-M method are usually stable but incorrect, the reason is that the damping factor in the L-M method is difficult to solve, and it is usually approximated with a positive constant by experience or through some fitting methods. This paper uses the binary gravity model to demonstrate that the damping factor in the L-M method cannot be regarded as a positive constant only, it should have the following characteristics: (i) the damping factor is a vector, not just a constant; (ii) the values of the vector are composed of both positive and negative constants, not just positive constants; (iii) the corresponding value in the vector is close or equal to ∞ when the corresponding density block’s value is close or equal to zero. Even if the above characteristics have been found in the L-M method, it is difficult to reasonably estimate the damping factor as the damping factor oscillate severely due to the third characteristic, and the improved L-M method is proposed which effectively avoids the damping factor’s severe oscillation problem. The strategy of obtaining the reasonable damping factor is given finally.

A New Modified Efficient Levenberg–Marquardt Method for Solving Systems of Nonlinear Equations

For systems of nonlinear equations, a modified efficient Levenberg–Marquardt method with new LM parameters was developed by Amini et al. (2018). The convergence of the method was proved under the local error bound condition. In order to enhance this method, using nonmonotone technique, we propose a new Levenberg–Marquardt parameter in this paper. The convergence of the new Levenberg–Marquardt method is shown to be at least superlinear, and numerical experiments show that the new Levenberg–Marquardt algorithm can solve systems of nonlinear equations effectively.