marqLevAlg

A Parallelized General-Purpose Optimization Based on Marquardt-Levenberg Algorithm

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This algorithm provides a numerical solution to the problem of unconstrained local minimization (or maximization). It is particularly suited for complex problems and more efficient than the Gauss-Newton-like algorithm when starting from points very far from the final minimum (or maximum). Each iteration is parallelized and convergence relies on a stringent stopping criterion based on the first and second derivatives. See Philipps et al, 2021 doi:10.32614/RJ-2021-089.


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