On computing the regularization parameter for the Levenberg-Marquardt method via the spectral radius approach to solving systems of nonlinear equations. (English) Zbl 1438.65110
Summary: In this paper, we present a Levenberg-Marquardt-type method for solving symmetric nonlinear systems of equations. The pertaining regularization parameter is computed using the spectral radius approach. Convergence results for the proposed method are also provided. A reported numerical performance of the proposed algorithm on some benchmark problems demonstrates its reliability, efficiency and extreme robustness.
MSC:
65H10 | Numerical computation of solutions to systems of equations |
65K05 | Numerical mathematical programming methods |