Levenberg-Marquardt Methods for systems of onlinear equations with additional inequality constraints

16h00 - 18h00
Praia de Botafogo, 190 - sala 537

Sobre o Evento

The Levenberg-Marquardt method is a regularized version of Newton’s method for solving systems of equations, adapted for the case of system with nonisolated solutions. When the system of interests involves both equations an inequalities, further adaptations are needed. In this presentation we present 3 alternative variants of the method which deal with this situation. In all three cases at least one the following two good features of the original method are lost: under adequate assumptions, the method is fast (it converges superlinearly) and each step in computationally inexpensive (consists of solving a system of linear equations). Finally we present a fourth version expected to have these features (fast convergence and inexpensive steps). Establishing that these two properties hold is still an open problem.

Texto informado pelo autor.

Apoiadores / Parceiros / Patrocinadores


Alfredo Iusem

Alfredo Iusem - was born in Buenos Aires , Argentina in 1949, got his BsC at the University of Buenos Aires in 1971, his MsC at Stanford University in 1979 and his PhD in Operations Research at Stanford University in 1981. He’s currently Full Researcher at the Institute for Pure and Applied Mathematics (IMPA) in Rio de Janeiro, Brazil, where he works since 1981. His research area is Continuous Optimization, with special emphasis in convexity, monotonicity and their generalizations. He has published 3 books and more than 140 research papers in international scientific journals. He is a full member of the Brazilian Academy of Sciences and of TWAS (Academy of Sciences of the Developing World), as well as a SIAM Fellow. He has received the Brazilian Scientific Merit Order.


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Fundação Getúlio Vargas

Information: emap@fgv.br – 3799-5917

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