Volume 22, Issue 5
A Smoothing Levenberg-Marquardt Type Method for LCP

Ju-liang Zhang & Jian Chen

DOI:

J. Comp. Math., 22 (2004), pp. 735-752

Published online: 2004-10

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  • Abstract

In this paper, we convert the linear complementarity problem to a system of semismooth nonlinear equations by using smoothing technique. Then we use Levenberg-Marquardt type method to solve this system. Taking advantage of the new results obtained by Dan, Yamashita and Fukushima [11, 33], the global and local superlinear convergence properties of the method are obtained under very mild conditions. Especially, the algorithm is locally superlinearly convergent under the assumption of either strict complementarity or certain nonsingularity. Preliminary numerical experiments are reported to show the efficiency of the algorithm.

  • Keywords

LCP Levenberg-Marquardt method Smoothing technique Po matrix Superlinear convergence

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COPYRIGHT: © Global Science Press

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@Article{JCM-22-735, author = {}, title = {A Smoothing Levenberg-Marquardt Type Method for LCP}, journal = {Journal of Computational Mathematics}, year = {2004}, volume = {22}, number = {5}, pages = {735--752}, abstract = { In this paper, we convert the linear complementarity problem to a system of semismooth nonlinear equations by using smoothing technique. Then we use Levenberg-Marquardt type method to solve this system. Taking advantage of the new results obtained by Dan, Yamashita and Fukushima [11, 33], the global and local superlinear convergence properties of the method are obtained under very mild conditions. Especially, the algorithm is locally superlinearly convergent under the assumption of either strict complementarity or certain nonsingularity. Preliminary numerical experiments are reported to show the efficiency of the algorithm. }, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/10300.html} }
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