Manual Page for Command >>> LEVENBERG


Syntax
>>> LEVENBERG: lambda

Parent Command
>> CONVERGE

Subcommand
-

Description
This command sets the initial value of the Levenberg parameter lambda (default: 0.001). During the optimization process (see command >>> LEVENBERG-MARQUARDT>) the Levenberg parameter is divided by the Marquardt parameter nue (see command >>> MARQUARDT) after each successful iteration, and is multiplied by nue if the new parameter set leads to an increased value of the objective function, i.e., if an unsuccessful step was proposed. A big value for lambda means that a small step along the steepest descent direction is performed. A lambda-value of zero is equivalent to a Gauss-Newton step. The former is robust but inefficient, the latter has a quadratic convergence rate but may lead to unsuccessful steps.

Example
> COMPUTATION
>> CONVERGE
>>> maximum number of ITERATIONS: 10
>>> set initial LEVENBERG parameter to: 0.1 to make a safe first step
<<<
<<

See Also
>>> MARQUARDT


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Page updated: July 29, 1997