A Levenberg-Marquardt Method for Nonsmooth Regularized Least Squares

Aleksandr Y. Aravkin, Robert Baraldi, Dominique Orban

We develop a Levenberg-Marquardt method for minimizing the sum of a smooth nonlinear least-squar es term $f(x)=\frac{1}{2}\Vert F(x){\Vert }_2^2$ and a nonsmooth term $h$. Both $f$ and $…