Year: 2019
Numerical Mathematics: Theory, Methods and Applications, Vol. 12 (2019), Iss. 1 : pp. 154–168
Abstract
As applying the Levenberg-Marquardt method to the reformulation of linear complementarity problem, a modulus-based Levenberg-Marquardt method with non-monotone line search is established and the global convergence result is presented. Numerical experiments show that the proposed method is efficient and outperforms the modulus-based matrix splitting iteration method.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/nmtma.OA-2017-0135
Numerical Mathematics: Theory, Methods and Applications, Vol. 12 (2019), Iss. 1 : pp. 154–168
Published online: 2019-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 15
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