A SMOOTHING LEVENBERG-MARQUARDT TYPE METHOD FOR LCP

• 来源期刊: 计算数学（英文版）
• 关键词: LCP Levenberg-Marquardt method Smoothing technique P0 matrix Superlinear convergence.
• 年，卷（期）: 2004,（5）
• 页码范围: 735-752
• 页数: 18页
• 语种: 英文

摘要

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.