# Levenberg Marquardt algorithm

### From Glossary

This is designed for solving nonlinear programs using the equation:

where is the Hessian. For unconstrained optimization, the solution serves as a direction vector for the iteration. This is also used in a trust region method. The parameter is set to give a balance between Newton's method and Cauchy's steepest descent . A low value of helps get through difficult landscape curvature, and a high value yields some descent.