Damping-Undamping Strategies for the Levenberg-Marquardt Nonlinear Least-Squares Method

M. Lampton

To appear in Computers in Physics [CEA publication #769]

Abstract

The speed of the Levenberg-Marquardt (LM) nonlinear iterative least-squares method depends upon the choice of damping strategy when the fitted parameters are highly correlated. Additive damping with small damping increments and large damping decrements permits LM to efficiently solve difficult problems, including those that otherwise cause stagnation.

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