This project forked from beardagen/levenberg-marquardt
python实现简单的非线性最优化解，来对LM算法学习理解
python实现简单的非线性最优化解，来对LM算法学习理解，仅供个人学习
要点
LM算法本质上为高斯牛顿方法的进化，对于高斯牛顿方法迭代中的海森矩阵加入uI来保证海森矩阵的正定
通过条件目标方程的下降程度来判断步长和方向从而确保得到局部最优解
LM不是全局最优解方法，所以对初值的设定也是敏感的
本次雅克比矩阵的方法为导数的定义（直接列出求导数学关系式会更快）
https://www.cnblogs.com/shhu1993/p/4878992.html
上面链接有大体讲解和matlab实现
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