Improved convergence results for a modified Levenberg-Marquardt method for nonlinear equations and applications in MPCC

DOI10.1080/10556788.2016.1171863MaRDI QIDQ2829562zbMATH OpenOpenAlexFDO

Authors Xi-De Zhu, Guihua Lin

Publication date 8 November 2016

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2016.1171863

zbMATH Keywords

Levenberg-Marquardt methodnonlinear equationssuperlinear convergenceMPCCC-/M-/S-stationarity

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• A method for the solution of certain non-linear problems in least squares
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
• Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
• On the quadratic convergence of the Levenberg-Marquardt method without nonsingularity assumption
• Optimality conditions for bilevel programming problems
• Solving mathematical programs with equilibrium constraints

Cited in

(12)

• Modified inexact Levenberg-Marquardt methods for solving nonlinear least squares problems
• Improved convergence results of an efficient Levenberg-Marquardt method for nonlinear equations
• Convergence rate of the Levenberg-Marquardt method under Hölderian local error bound
• Local convergence of the Levenberg-Marquardt method under Hölder metric subregularity
• Convergence properties of inexact Levenberg-Marquardt method under Hölderian local error bound
• Convergence rate of the modified Levenberg-Marquardt method under Hölderian local error bound
• A modified inexact Levenberg-Marquardt method with the descent property for solving nonlinear equations
• On the convergence of the trust region method under the Hölderian error bound condition
• Improved convergence properties of the relaxation schemes of Kadrani et al. and Kanzow and Schwartz for MPEC
• On convergence properties of the modified trust region method under Hölderian error bound condition
• Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems
• Levenberg-Marquardt method for absolute value equation associated with second-order cone

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