Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem (Q972943)
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| Language | Label | Description | Also known as |
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| English | Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem |
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Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem (English)
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21 May 2010
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The convergence of two nonmonotone Levenberg-Marquardt algorithms for nonlinear complementarity problem is studied and proved. Under some mild assumptions, and requiring only the solution of a linear system at each iteration, the proposed nonmonotone Levenberg-Marquardt algorithms are shown to be globally convergent.
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nonmonotone Levenberg-Marquardt algorithms
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convergence
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nonlinear complementarity problem
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nonsmooth equations
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