,A MODIFIED LEVENBERG-MARQUARDT ALGORITHM FOR SINGULAR SYSTEM OF NONLINEAR EQUATIONS

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Based on the work of paper [1], we propose a modified Levenberg-Marquardt algoithmfor solving singular system of nonlinear equations F(x) = 0, where F(x): Rn -→ Rn iscontinuously differentiable and F′ (x) is Lipschitz continuous. The algorithm is equivalentto a trust region algorithm in some sense, and the global convergence result is given. Thesequence generated by the algorithm converges to the solution quadratically, if ‖F(x)‖2provides a local error bound for the system of nonlinear equations. Numerical results showthat the algorithm performs well.
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