How to check convergence in Levenberg-Marquardt method

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Chris Martin
Chris Martin on 10 Nov 2015
Answered: Star Strider on 10 Nov 2015
How to check convergence in a iterative non linear least squares such as Levenberg-Marquardt method

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Star Strider
Star Strider on 10 Nov 2015
For a detailed discussion, see: Seber, G. A. F., and C. J. Wild. Nonlinear Regression. Hoboken, NJ: Wiley-Interscience, 2003, P. 640-60.
The most common stopping rule is to compare the sum-squared-error between steps. When it is lower than some specific value (usually on the order of 1E-10 or so), stop.

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