Improved convergence results for a modified Levenberg-Marquardt method for nonlinear equations and applications in MPCC

被引：18

作者：

Zhu, Xide ^{[1
]}

Lin, Gui-Hua ^{[2
]}

机构：

[1] Yokohama Natl Univ, Fac Business Adm, Hodogaya Ku, 79-4 Tokiwadai, Yokohama, Kanagawa 2408501, Japan

[2] Shanghai Univ, Sch Management, Shanghai 200444, Peoples R China

来源：

OPTIMIZATION METHODS & SOFTWARE | 2016年 / 31卷 / 04期

基金：

国家教育部科学基金资助;

关键词：

nonlinear equations; Levenberg-Marquardt method; MPCC; C-; M-; S-stationarity; superlinear convergence; MATHEMATICAL PROGRAMS; EQUILIBRIUM CONSTRAINTS; LOCAL CONVERGENCE; OPTIMALITY;

D O I：

10.1080/10556788.2016.1171863

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

In this paper, we first consider a modified Levenberg-Marquardt method for solving nonlinear equations and show that the method converges superlinearly to a solution of the nonlinear equations under suitable conditions. Then, we reformulate the C-/M-/S-stationarity conditions of mathematical program with complementarity constraints as nonlinear equations so that we may employ the modified Levenberg-Marquardt method to solve these stationarity systems. Preliminary numerical experiments show that the new approach is promising.

引用

页码：791 / 804

页数：14

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