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求解非线性方程组的非单调自适应加速Levenberg-Marquardt算法

Nonmonotonic Adaptive Accelerated Levenberg-Marquardt Algorithm for Solving Nonlinear Equations
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摘要 提出一种新的求解非线性方程组的非单调自适应加速Levenberg-Marquardt算法,该算法使用一种新的自适应函数更新Levenberg-Marquardt参数,这种Levenberg-Marquardt参数的更新方式可提高过于成功的迭代中模型与目标函数的一致性,从而加快算法的收敛速度.数值实验结果表明,该算法具有良好的数值计算性能. We proposed a new nonmonotonic adaptive accelerated Levenberg-Marquardt algorithm for solving nonlinear equations.The algorithm used a new adaptive function to update the Levenberg-Marquardt parameter,which could enhance the consistency between the model and objective function during too-successful iterations,thereby accelerating the convergence rate of the algorithm.Numerical experimental results show that the proposed algorithm has good numerical computational performance.
作者 曹名圆 李蓉 闫雪丽 黄庆道 CAO Mingyuan;LI Rong;YAN Xueli;HUANG Qingdao(School of Mathematics and Statistics,Beihua University,Jilin 132013,Jilin Province,China;College of Mathematics,Jilin University,Changchun 130012,China)
出处 《吉林大学学报(理学版)》 CAS 北大核心 2024年第3期538-546,共9页 Journal of Jilin University:Science Edition
基金 吉林省自然科学基金重点项目(批准号:YDZJ202101ZYTS167,YDZJ202201ZYTS303) 北华大学研究生创新项目(批准号:2022033).
关键词 自适应函数 非单调技术 加速Levenberg-Marquardt算法 adaptive function nonmonotonic technique accelerated Levenberg-Marquardt algorithm
作者简介 第一作者:曹名圆(1986-),女,满族,博士,副教授,从事最优化理论及其应用的研究,E-mail:cmy0918@beihua.edu.cn;通信作者:黄庆道(1968-),男,汉族,博士,教授,从事最优化理论及其应用的研究,E-mail:huangqd@jlu.edu.cn.
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