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Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem - MaRDI portal

Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem (Q972943)

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scientific article; zbMATH DE number 5710905
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Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem
scientific article; zbMATH DE number 5710905

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    Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem (English)
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    21 May 2010
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    The convergence of two nonmonotone Levenberg-Marquardt algorithms for nonlinear complementarity problem is studied and proved. Under some mild assumptions, and requiring only the solution of a linear system at each iteration, the proposed nonmonotone Levenberg-Marquardt algorithms are shown to be globally convergent.
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    nonmonotone Levenberg-Marquardt algorithms
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    convergence
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    nonlinear complementarity problem
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    nonsmooth equations
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