Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem |
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| Authors: | Shou-qiang Du Yan Gao |
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| Affiliation: | a School of Management, University of Shanghai for Science and Technology, Shanghai 200093, China
b College of Mathematics, Qingdao University, Qingdao 266071, China |
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| Abstract: | This paper addresses the convergence of two nonmonotone Levenberg-Marquardt algorithms for nonlinear complementarity problem. Under some mild assumptions, and requiring only the solution of a linear system at each iteration, the nonmonotone Levenberg-Marquardt algorithms are shown to be globally convergent. |
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| Keywords: | 65H10 90C30 |
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