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
收藏
页码：791 / 804
页数：14
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