Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem

DOI10.1007/S10957-011-9907-2zbMATH Open1250.90116OpenAlexW2080611873MaRDI QIDQ415364FDOQ415364

Nobuo Yamashita, Kenji Ueda

Publication date: 8 May 2012

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-011-9907-2

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zbMATH Keywords

nonlinear complementarity problemsglobal complexity boundLevenberg-Marquardt methods

Mathematics Subject Classification ID

Abstract computational complexity for mathematical programming problems (90C60) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

• Introductory lectures on convex optimization. A basic course.
• Nonlinear least squares — the Levenberg algorithm revisited
• A nonsmooth version of Newton's method
• Optimization and nonsmooth analysis
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• A semismooth equation approach to the solution of nonlinear complementarity problems
• On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems
• Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• Classes of functions and feasibility conditions in nonlinear complementarity problems
• A special newton-type optimization method
• The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem
• A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
• Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
• A penalized Fischer-Burmeister NCP-function
• A New Nonsmooth Equations Approach to Nonlinear Complementarity Problems
• Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
• A smoothing Levenberg-Marquardt method for NCP
• Cubic regularization of Newton method and its global performance
• Accelerating the cubic regularization of Newton's method on convex problems
• Gauss-Newton methods for the complementarity problem
• Title not available (Why is that?)
• Regularized Newton method for unconstrained convex optimization
• The quadratic convergence of a smoothing Levenberg-Marquardt method for nonlinear complementarity problem
• Equivalence of the generalized complementarity problem to differentiable unconstrained minimization
• Point-to-Set Maps in Mathematical Programming
• On a global complexity bound of the Levenberg-marquardt method
• Convergence properties of the regularized Newton method for the unconstrained nonconvex optimization
• A globally convergent Levenberg-Marquardt method for solving nonlinear complementarity problem

Cited In (10)

• A new Levenberg-Marquardt type algorithm for solving nonsmooth constrained equations
• On the complexity of a stochastic Levenberg-Marquardt method
• A nonmonotone Levenberg-Marquardt method for nonlinear complementarity problems under local error bound
• A globally convergent Levenberg-Marquardt method for solving nonlinear complementarity problem
• Finding zeros of Hölder metrically subregular mappings via globally convergent Levenberg–Marquardt methods
• Global complexity bound of the Levenberg–Marquardt method
• A modified inexact Levenberg-Marquardt method with the descent property for solving nonlinear equations
• Global complexity bound of the inexact Levenberg-Marquardt method
• Convergence and complexity analysis of a Levenberg-Marquardt algorithm for inverse problems
• An active-set Levenberg-Marquardt method for degenerate nonlinear complementarity problem under local error bound conditions

Uses Software

• levmar

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