Range-relaxed criteria for choosing the Lagrange multipliers in the Levenberg-Marquardt method

Abstract

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 are established for the proposed method, including: monotonicity of iteration error, geometrical decay of the residual, convergence for exact data, stability and semi-convergence for noisy data. Numerical experiments are presented for an elliptic parameter identification two-dimensional EIT problem. The performance of our strategy is compared with standard implementations of the Levenberg-Marquardt method (using a priori choice of the multipliers).

25 pages, 3 figures, IMA Journal of Numerical Analysis (to appear)

References in corpus (2)

• On Levenberg-Marquardt-Kaczmarz iterative methods for solving systems of nonlinear ill-posed equations
• Range-relaxed criteria for choosing the Lagrange multipliers in nonstationary iterated Tikhonov method