A nonsmooth Levenberg-Marquardt method for vertical complementarity problems

DOI10.1007/S11075-017-0267-3MaRDI QIDQ1678591zbMATH OpenOpenAlexFDO

Authors Linsen Song, Yan Gao

Publication date 17 November 2017

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-017-0267-3

zbMATH Keywords

algorithmsglobal convergenceLevenberg-Marquardt methodnonsmooth analysislocal convergencenonsmooth equationslocal error bound conditionB-differentialvertical complementarity problem

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonsmooth analysis (49J52) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Newton-type methods (49M15)

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Cites work

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• A modified two steps Levenberg-Marquardt method for nonlinear equations
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• A nonsmooth version of Newton's method
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• CALCULATING AN ELEMENT OF B-DIFFERENTIAL FOR A VECTOR-VALUED MAXIMUM FUNCTION^*
• Computation of generalized differentials in nonlinear complementarity problems
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
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• Newton and Quasi-Newton Methods for a Class of Nonsmooth Equations and Related Problems
• On the computation of an element of Clarke generalized Jacobian for a vector-valued max function
• On the quadratic convergence of the Levenberg-Marquardt method without nonsingularity assumption
• Piecewise Smoothness, Local Invertibility, and Parametric Analysis of Normal Maps
• The modified Levenberg-Marquardt method for nonlinear equations with cubic convergence

Cited in

(6)

• The Levenberg-Marquardt-type methods for a kind of vertical complementarity problem
• A nonmonotone Levenberg-Marquardt method for nonlinear complementarity problems under local error bound
• A modified Levenberg-Marquardt method for nonsmooth equations with finitely many maximum functions
• A smoothing Levenberg-Marquardt method for nonlinear complementarity problems
• A modified nonsmooth Levenberg-Marquardt method for vertical complementarity problem
• A Levenberg-Marquardt method for nonlinear complementarity problems based on nonmonotone trust region and line search techniques

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