The levenberg-marquardt method for approximation of solutions of irregular operator equations

The levenberg-marquardt method for approximation of solutions of irregular operator equations

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Article ID: iaor20123040
Volume: 73
Issue: 3
Start Page Number: 440
End Page Number: 449
Publication Date: Mar 2012
Journal: Automation and Remote Control
Authors:
Keywords: programming: nonlinear
Abstract:

An ill‐posed problem is considered in the form of a nonlinear operator equation with a discontinuous inverse operator. It is known that in investigating a high convergence of the methods of the type of Levenberg‐Marquardt (LM) method, one is forced to impose very severe constraints on the problem operator. In the suggested article the LM method convergence is set up not for the initial problem, but for the Tikhonov‐regularized equation. This makes it possible to construct a stable Fejer algorithm for approximation of the solution of the initial irregular problem at the conventional, comparatively nonburdensome conditions on the operator. The developed method is tested on the solution of an inverse problem of geophysics.

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