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Title: Global convergence property of modified Levenberg-Marquardt methods for nonsmooth equations (English)
Author: Du, Shou-qiang
Author: Gao, Yan
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 56
Issue: 5
Year: 2011
Pages: 481-498
Summary lang: English
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Category: math
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Summary: 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. (English)
Keyword: nonsmooth equations
Keyword: modified Levenberg-Marquardt method
Keyword: global convergence
Keyword: nonlinear complementarity problem
Keyword: numerical results
MSC: 65H10
MSC: 65K05
MSC: 90C30
MSC: 90C33
idZBL: Zbl 1249.65115
idMR: MR2852067
DOI: 10.1007/s10492-011-0027-y
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Date available: 2011-09-22T14:19:33Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/141620
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