A nonsmooth Levenberg-Marquardt method for vertical complementarity problems
In this paper, the vertical complementarity problem is studied. The problem is reformulated as a system of nonsmooth equations \(H(x)=0\). For solving this system, the nonsmooth Levenberg-Marquardt (LM) method with double parameter adjusting strategy is presented. The method is based on the computation of an element in the B-differential of a mapping \(H\) which along with a suitable choice of the LM parameter are the critical issues in the LM method. The LM parameter is adjusted based on the norm of the vector-valued minimum function and the ratio between the current and the predicted reductions. The authors investigate the computation of at least one element in the B-differential of \(H\) as it is necessary in the implementation of the algorithm, show the global convergence, and discuss the local convergence rate of the algorithm under the local error bound condition.
- A modified nonsmooth Levenberg-Marquardt method for vertical complementarity problem
- The quadratic convergence of a smoothing Levenberg-Marquardt method for nonlinear complementarity problem
- A globally convergent Levenberg-Marquardt method for solving nonlinear complementarity problem
- The Levenberg-Marquardt-type methods for a kind of vertical complementarity problem
- Global convergence property of modified Levenberg-Marquardt methods for nonsmooth equations.
- A modified two steps Levenberg-Marquardt method for nonlinear equations
- A non-interior continuation method for generalized linear complementarity problems
- A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
- A nonsmooth version of Newton's method
- A Parameter-Self-Adjusting Levenberg-Marquardt Method for Solving Nonsmooth Equations
- A projected-gradient interior-point algorithm for complementarity problems
- 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
- Convergence properties of a self-adaptive Levenberg-Marquardt algorithm under local error bound condition
- Global convergence property of modified Levenberg-Marquardt methods for nonsmooth equations.
- scientific article; zbMATH DE number 1694914 (Why is no real title available?)
- scientific article; zbMATH DE number 1998925 (Why is no real title available?)
- 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
- A modified Levenberg-Marquardt method for nonsmooth equations with finitely many maximum functions
- A smoothing Levenberg-Marquardt method for nonlinear complementarity problems
- The Levenberg-Marquardt-type methods for a kind of vertical complementarity problem
- A modified nonsmooth Levenberg-Marquardt method for vertical complementarity problem
- A nonmonotone Levenberg-Marquardt method for nonlinear complementarity problems under local error bound
- A Levenberg-Marquardt method for nonlinear complementarity problems based on nonmonotone trust region and line search techniques
- A variant Levenberg-Marquardt-type method for underdetermined nonsmooth equations
This page was built for publication: A nonsmooth Levenberg-Marquardt method for vertical complementarity problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1678591)
