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On the regularization property of Levenberg-Marquardt method with Singular Scaling for nonlinear inverse problems (2506.00190v1)

Published 30 May 2025 in math.NA, cs.NA, and math.OC

Abstract: Recently, in Applied Mathematics and Computation 474 (2024) 128688, a Levenberg-Marquardt method (LMM) with Singular Scaling was analyzed and successfully applied in parameter estimation problems in heat conduction where the use of a particular singular scaling matrix (semi-norm regularizer) provided approximate solutions of better quality than those of the classic LMM. Here we propose a regularization framework for the Levenberg-Marquardt method with Singular Scaling (LMMSS) applied to nonlinear inverse problems with noisy data. Assuming that the noise-free problem admits exact solutions (zero-residual case), we consider the LMMSS iteration where the regularization effect is induced by the choice of a possibly singular scaling matrix and an implicit control of the regularization parameter. The discrepancy principle is used to define a stopping index that ensures stability of the computed solutions with respect to data perturbations. Under a new Tangent Cone Condition, we prove that the iterates obtained with noisy data converge to a solution of the unperturbed problem as the noise level tends to zero. This work represents a first step toward the analysis of regularizing properties of the LMMSS method and extends previous results in the literature on regularizing LM-type methods.

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