A smoothing Levenberg-Marquardt method for NCP

doi:10.1016/j.amc.2005.11.036

CSpace > 应用数学研究所

	A smoothing Levenberg-Marquardt method for NCP
	Zhang, Ju-liang ; Zhang, Xiangsun
	2006-07-15
发表期刊	APPLIED MATHEMATICS AND COMPUTATION
ISSN	0096-3003
卷号	178 期号:2 页码:212-228
摘要	In this paper, we convert the nonlinear complementarity problems to an equivalent smooth nonlinear equation system by using smoothing technique. Then we use Levenberg-Marquardt type method to solve the nonlinear equation system. The method has the following merits: (i) any cluster point of the iteration sequence is a solution of the P-0 - NCP; (ii) it generates a bounded sequence if the P-0 - NCP has a nonempty and bounded solution set; (iii) if the generalized Jacobian is nonsingular at a solution point, then the whole sequence converges to the (unique) solution of the P-0 - NCP superlinearly; (iv) for the P-0 - NCP, if an accumulation point of the iteration sequence satisfies strict complementary condition, then the whole sequence converges to this accumulation point superlinearly. (c) 2005 Elsevier Inc. All rights reserved.
关键词	NCP Levenberg-Marquardt method smoothing technique P-0 matrix superlinear convergence
DOI	10.1016/j.amc.2005.11.036
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000240354700003
出版者	ELSEVIER SCIENCE INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3441
专题	应用数学研究所
通讯作者	Zhang, Ju-liang
作者单位	1.Grad Univ, Chinese Acad Sci, Res Ctr Data Technol & Knowledge Econ, Beijing 100080, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhang, Ju-liang,Zhang, Xiangsun. A smoothing Levenberg-Marquardt method for NCP[J]. APPLIED MATHEMATICS AND COMPUTATION,2006,178(2):212-228.
APA	Zhang, Ju-liang,&Zhang, Xiangsun.(2006).A smoothing Levenberg-Marquardt method for NCP.APPLIED MATHEMATICS AND COMPUTATION,178(2),212-228.
MLA	Zhang, Ju-liang,et al."A smoothing Levenberg-Marquardt method for NCP".APPLIED MATHEMATICS AND COMPUTATION 178.2(2006):212-228.