Convergence and Complexity Analysis of a Levenberg–Marquardt Algorithm for Inverse Problems

El Houcine Bergou, Youssef Diouane, Vyacheslav Kungurtsev

Research output: Contribution to journalArticlepeer-review

41 Scopus citations


The Levenberg–Marquardt algorithm is one of the most popular algorithms for finding the solution of nonlinear least squares problems. Across different modified variations of the basic procedure, the algorithm enjoys global convergence, a competitive worst-case iteration complexity rate, and a guaranteed rate of local convergence for both zero and nonzero small residual problems, under suitable assumptions. We introduce a novel Levenberg-Marquardt method that matches, simultaneously, the state of the art in all of these convergence properties with a single seamless algorithm. Numerical experiments confirm the theoretical behavior of our proposed algorithm.
Original languageEnglish (US)
JournalJournal of Optimization Theory and Applications
StatePublished - May 12 2020

Bibliographical note

KAUST Repository Item: Exported on 2020-10-01
Acknowledgements: We would like to thank Clément Royer and the referees for their careful readings and corrections that helped us to improve our manuscript significantly. Support for Vyacheslav Kungurtsev was provided by the OP VVV Project CZ.02.1.01/0.0/0.0/16_019/0000765 “Research Center for Informatics”.


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