| Presentation | 2003/3/11 A Technique for Accelerating Levenberg-Marquardt Method Hiroyasu SAKAMOTO, Azusa KUWAARA, Katsuya MATSUMOTO, Yoshiteru HAYAMI, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | The Levenberg-Marquardt (LM) method is one of the most recommended methods for nonlinear least squares problems and is recently employed as a powerful tool in world famous software packages like MATLAB, gnuplot and etc. Although the LM method is formulated under reasonable mathematical background, there seem to be many cases where the background does not necessarily hold. In this report, we believe that responsibility of avoiding these cases is on supplier side of software and propose countermeasures to keep the background and evaluate their validity. Practically, conventional stabilizer and accelerator mechanism of the LM method, i.e. an identity matrix multiplied by a Marquardt number, is extended to an adaptive diagonal matrix and also to a kind of correlation matrix to show that it is possible to obtain faster and stabler convergence to the solution of MMS problem. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Nonlinear least squares problems / LM method / Marquardt number / Ill-posed problems |
| Paper # | NLP2002-145 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 2003/3/11(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Chair | |
| Vice Chair | |
| Secretary | |
| Assistant | |
| Paper Information | |
| Registration To | Nonlinear Problems (NLP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A Technique for Accelerating Levenberg-Marquardt Method |
| Sub Title (in English) | |
| Keyword(1) | Nonlinear least squares problems |
| Keyword(2) | LM method |
| Keyword(3) | Marquardt number |
| Keyword(4) | Ill-posed problems |
| 1st Author's Name | Hiroyasu SAKAMOTO |
| 1st Author's Affiliation | Kyushu Inst. Design() |
| 2nd Author's Name | Azusa KUWAARA |
| 2nd Author's Affiliation | Kyushu Inst. Design |
| 3rd Author's Name | Katsuya MATSUMOTO |
| 3rd Author's Affiliation | Kyushu Sangyo Univ. |
| 4th Author's Name | Yoshiteru HAYAMI |
| 4th Author's Affiliation | Chikushi Jogakuen Jun. Coll. |
| Date | 2003/3/11 |
| Paper # | NLP2002-145 |
| Volume (vol) | vol.102 |
| Number (no) | 725 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |