A Smoothing Projected Levenberg-Marquardt Type Algorithm for Solving Constrained Equations
DOI10.1080/01630563.2015.1064958zbMath1337.65049OpenAlexW1525661860MaRDI QIDQ2795093
Publication date: 18 March 2016
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01630563.2015.1064958
algorithmconvergencesmoothing techniquenumerical resultlocal error boundsemi-smoothnessnonsmooth constrained equationsprojected Levenberg-Marquardt algorithm
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- A new smoothing Newton method for solving constrained nonlinear equations
- An accelerated Newton method for equations with semismooth jacobians and nonlinear complementarity problems
- A smoothing projected Newton-type algorithm for semi-infinite programming
- Nonlinear complementarity as unconstrained and constrained minimization
- Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
- On the convergence of a trust-region method for solving constrained nonlinear equations with degenerate solutions
- A smoothing Newton method for semi-infinite programming
- An interior point potential reduction method for constrained equations
- A class of smoothing functions for nonlinear and mixed complementarity problems
- An affine scaling trust-region approach to bound-constrained nonlinear systems
- STRSCNE: a scaled trust-region solver for constrained nonlinear equations
- Solving variational inequalities defined on a domain with infinitely many linear constraints
- Nonmonotone Trust-Region Methods for Bound-Constrained Semismooth Equations with Applications to Nonlinear Mixed Complementarity Problems
- Computing a Trust Region Step
- Optimization and nonsmooth analysis
- Projected gradient methods for linearly constrained problems
- Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
- Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions
- An algorithm based on a sequence of linear complementarity problems applied to a walrasian equilibrium model: An example