Journal
APPLICATIONS OF MATHEMATICS
Volume 56, Issue 5, Pages 481-498Publisher
ACAD SCIENCES CZECH REPUBLIC, INST MATHEMATICS
DOI: 10.1007/s10492-011-0027-y
Keywords
nonsmooth equations; modified Levenberg-Marquardt method; global convergence; nonlinear complementarity problem
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Funding
- National Science Foundation of China [10671126]
- Shanghai Leading Discipline Project [S30501]
- Shanghai Education Commission [10YZ99]
- Higher Educational Science and Technology Program of Shandong Province [J10LA05]
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In this paper, we discuss the globalization of some kind of modified Levenberg-Marquardt methods for nonsmooth equations and their applications to nonlinear complementarity problems. In these modified Levenberg-Marquardt methods, only an approximate solution of a linear system at each iteration is required. Under some mild assumptions, the global convergence is shown. Finally, numerical results show that the present methods are promising.
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