A nonmonotone Levenberg-Marquardt method for nonlinear complementarity problems under local error bound

DOI10.1007/S40314-015-0222-7MaRDI QIDQ520265zbMATH OpenOpenAlexFDO

Authors Bin Fan

Publication date 3 April 2017

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40314-015-0222-7

zbMATH Keywords

global convergencenonlinear complementarity problemsnonsmooth equationssuperlinear/quadratic convergencenonmonotone Levenberg-Marquardt algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• scientific article; zbMATH DE number 1694914 (Why is no real title available?)
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
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• A smoothing Levenberg-Marquardt method for NCP
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions
• Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem
• Engineering and Economic Applications of Complementarity Problems
• Error bounds in mathematical programming
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• Global Convergence Properties of Some Iterative Methods for Linear Complementarity Problems
• Incorporating nonmonotone strategies into the trust region method for unconstrained optimization
• Inexact trust region method for large sparse systems of nonlinear equations
• New error bounds and their applications to convergence analysis of iterative algorithms
• Nonsmooth Equations: Motivation and Algorithms
• Optimization and nonsmooth analysis
• Semismooth and Semiconvex Functions in Constrained Optimization
• Testing Unconstrained Optimization Software
• The quadratic convergence of a smoothing Levenberg-Marquardt method for nonlinear complementarity problem

Cited in

(9)

• Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem
• Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem
• A globally convergent Levenberg-Marquardt method for solving nonlinear complementarity problem
• A family of smooth NCP functions and an inexact Levenberg-Marquardt method for nonlinear complementarity problems
• A smoothing Levenberg-Marquardt method for nonlinear complementarity problems
• An active-set Levenberg-Marquardt method for degenerate nonlinear complementarity problem under local error bound conditions
• Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
• Smoothing Levenberg-Marquardt method for general nonlinear complementarity problems under local error bound
• A Levenberg-Marquardt method for nonlinear complementarity problems based on nonmonotone trust region and line search techniques

Describes a project that uses

Uses Software

• MCPLIB
• minpack

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