Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem

DOI10.1016/J.AMC.2010.03.021MaRDI QIDQ972943zbMATHOpenAlexFDO

Authors Yan Gao, Shouqiang Du

Publication date 21 May 2010

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

Full work available at URL https://doi.org/10.1016/j.amc.2010.03.021

zbMATH Keywords

convergencenonlinear complementarity problemnonsmooth equationsnonmonotone Levenberg-Marquardt algorithms

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

• A globally convergent Levenberg-Marquardt method for solving nonlinear complementarity problem
• A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
• A truncated nonmonotone Gauss-Newton method for large-scale nonlinear least-squares problems
• Analytic solutions and triality theory for nonconvex and nonsmooth variational problems with applications
• Growth behavior of a class of merit functions for the nonlinear complementarity problem
• Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
• Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems
• Newton methods for solving two classes of nonsmooth equations.
• Nonlinear complementarity as unconstrained optimization
• Nonmonotone Levenberg-Marquardt algorithms and their convergence analysis
• On NCP-functions
• On almost smooth functions and piecewise smooth functions
• On the resolution of monotone complementarity problems
• Solution of monotone complementarity problems with locally Lipschitzian functions
• Solution point characterizations and convergence analysis of a descent algorithm for nonsmooth continuous complementarity problems.
• Some research on Levenberg-Marquardt method for the nonlinear equations
• The convergence of a smoothing damped Gauss-Newton method for nonlinear complementarity problem
• The quadratic convergence of a smoothing Levenberg-Marquardt method for nonlinear complementarity problem
• Unconstrained minimization approaches to nonlinear complementarity problems

Cited in

(7)

• A new active-set strategy for NCP with degenerate solutions
• A nonmonotone Levenberg-Marquardt method for nonlinear complementarity problems under local error bound
• A Levenberg-Marquardt method for nonlinear complementarity problems based on nonmonotone trust region and line search techniques
• Global convergence of the Levenberg-Marquardt method with Goldstein line search
• Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
• Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem
• The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems

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Uses Software

• levmar

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