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An inexact projected LM type algorithm for solving convex constrained nonlinear equations. (English) Zbl 1461.90097
Summary: In this paper, we propose two complementary variants of the projected Levenberg-Marquardt (LM) algorithm for solving convex constrained nonlinear equations. Since the orthogonal projection onto the feasible set may be computationally expensive, we first propose a local LM algorithm in which inexact projections are allowed. The feasible inexact projections used in our algorithm can be easily obtained by means of iterative methods, such as conditional gradient. Local convergence of the proposed algorithm is established by using an error bound condition which is weaker than the standard full-rank assumption. We further present and analyze a global version of this algorithm by means of a nonmonotone line search technique. Numerical experiments are reported to showcase the effectiveness of the proposed algorithms, especially when the projection onto the feasible set is difficult to compute.
90C25 Convex programming
Full Text: DOI
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