Global convergence property of modified Levenberg-Marquardt methods for nonsmooth equations |
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| Authors: | Shou-Qiang Du Yan Gao |
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| Institution: | (1) Institute of Applied Mathematics, AMSS, Chinese Academy of Sciences, Beijing, 100080, China;(2) Department of Systems Engineering and Engineering Management, Chinese University of Hong Kong, Shatin, NT, Hong Kong |
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| Abstract: | In this paper, we discuss the globalization of some kind of modified Levenberg-Marquardt methods for nonsmooth equations and
their applications to nonlinear complementarity problems. In these modified Levenberg-Marquardt methods, only an approximate
solution of a linear system at each iteration is required. Under some mild assumptions, the global convergence is shown. Finally,
numerical results show that the present methods are promising. |
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