A family of smooth ncp functions and an inexact levenberg-marquardt method for nonlinear complementarity problems

JOURNAL OF NONLINEAR AND CONVEX ANALYSIS(2023)

引用 0|浏览0
暂无评分
摘要
. In this paper, we introduce a family of new NCP functions which is smooth, coercive and strongly semismooth. Based on new NCP functions, we propose an inexact Levenberg-Marquardt method for solving Nonlinear Complementarity Problem (NCP). Different from existing exact/inexact LevenbergMarquardt methods, the proposed method adopts a derivative-free line search to ensure its globalization. Moreover, by using the strong semismoothness of new NCP functions, we prove that the proposed method is locally superlinearly/quadratically convergent under a local error bound condition. Some numerical results are reported.
更多
查看译文
关键词
Nonlinear complementarity problem,NCP function,Levenberg-Marquardt method,superlinear/quadratic convergence
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要