A globally convergent Levenberg-Marquardt method for the least l2-norm solution of nonlinear inequalities

被引:8
作者
Ma, Changfeng [1 ,2 ]
机构
[1] Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China
[2] Guilin Univ Elect Technol, Sch Math & Computat Sci, Guangxi 541004, Peoples R China
基金
中国国家自然科学基金;
关键词
Nonlinear inequalities; Smoothing Levenberg-Marquardt method; Global convergence;
D O I
10.1016/j.amc.2008.08.039
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The least l(2)-norm solution for a possibly inconsistent system of nonlinear inequalities is studied in this paper. By introducing a new smoothing function, the problem is approximated by a family of parameterized optimization problems with twice continuously differentiable objective functions. Then a smoothing Levenberg-Marquardt method is applied to solve the parameterized optimization problems. The global convergence of the proposed method is established under suitable assumptions. (c) 2008 Elsevier Inc. All rights reserved.
引用
收藏
页码:133 / 140
页数:8
相关论文
共 22 条
[1]   The global linear convergence of a noninterior path-following algorithm for linear complementarity problems [J].
Burke, JV ;
Xu, S .
MATHEMATICS OF OPERATIONS RESEARCH, 1998, 23 (03) :719-734
[2]   A NONINTERIOR CONTINUATION METHOD FOR QUADRATIC AND LINEAR PROGRAMMING [J].
Chen, Bintong ;
Harker, Patrick T. .
SIAM JOURNAL ON OPTIMIZATION, 1993, 3 (03) :503-515
[3]  
Chen C. H., 1996, COMPUTATIONAL OPTIMI, V5, P97
[4]   Non-interior continuation methods for solving semidefinite complementarity problems [J].
Chen, X ;
Tseng, P .
MATHEMATICAL PROGRAMMING, 2003, 95 (03) :431-474
[5]   Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities [J].
Chen, X ;
Qi, L ;
Sun, D .
MATHEMATICS OF COMPUTATION, 1998, 67 (222) :519-540
[6]   On homotopy-smoothing methods for box-constrained variational inequalities [J].
Chen, XJ ;
Ye, YY .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1999, 37 (02) :589-616
[7]   NEWTONS METHOD FOR NONLINEAR INEQUALITIES [J].
DANIEL, JW .
NUMERISCHE MATHEMATIK, 1973, 21 (05) :381-387
[8]  
DANNIS JE, 1989, J OPTIM THEORY APPL, V61, P161
[9]   Non-interior continuation method for solving the monotone semidefinite complementarity problem [J].
Huang, ZH ;
Han, JY .
APPLIED MATHEMATICS AND OPTIMIZATION, 2003, 47 (03) :195-211
[10]   Some noninterior continuation methods for linear complementarity problems [J].
Kanzow, C .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1996, 17 (04) :851-868