Year: 2004
Author: Juliang Zhang, Jian Chen
Journal of Computational Mathematics, Vol. 22 (2004), Iss. 5 : pp. 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.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2004-JCM-10300
Journal of Computational Mathematics, Vol. 22 (2004), Iss. 5 : pp. 735–752
Published online: 2004-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 18
Keywords: LCP Levenberg-Marquardt method Smoothing technique $P_0$ matrix Superlinear convergence.