Levenberg-Marquardt Method for Mathematical Programs with Linearly Complementarity Constraints

• 作者: Cong Zhang Limin Sun Minglei Fang Zhibin Zhu
• 来源期刊: 美国计算数学期刊(英文)
• 学科: 数学
• 关键词: MATHEMATICAL PROGRAMS with Linear Complementarity CONSTRAINTS MPEC-LICQ B-Stationarity LEVENBERG-MARQUARDT Method
• 年，卷（期）: 2015,（3）
• 页码范围: 239-242
• 页数: 4页
• 分类号: O1

摘要

In this paper, a new method for solving a mathematical programming problem with linearly complementarity constraints (MPLCC) is introduced, which applies the Levenberg-Marquardt (L-M) method to solve the B-stationary condition of original problem. Under the MPEC-LICQ, the proposed method is proved convergent to B-stationary point of MPLCC.