Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
From MaRDI portal
Publication:415364
DOI10.1007/s10957-011-9907-2zbMath1250.90116OpenAlexW2080611873MaRDI QIDQ415364
Publication date: 8 May 2012
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-011-9907-2
Abstract computational complexity for mathematical programming problems (90C60) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (8)
Finding zeros of Hölder metrically subregular mappings via globally convergent Levenberg–Marquardt methods ⋮ An active-set Levenberg-Marquardt method for degenerate nonlinear complementarity problem under local error bound conditions ⋮ Global complexity bound of the inexact Levenberg-Marquardt method ⋮ Convergence and complexity analysis of a Levenberg-Marquardt algorithm for inverse problems ⋮ On the complexity of a stochastic Levenberg-Marquardt method ⋮ A modified inexact Levenberg-Marquardt method with the descent property for solving nonlinear equations ⋮ A new Levenberg-Marquardt type algorithm for solving nonsmooth constrained equations ⋮ Global complexity bound of the Levenberg–Marquardt method
Uses Software
Cites Work
- Unnamed Item
- On a global complexity bound of the Levenberg-marquardt method
- Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
- Convergence properties of the regularized Newton method for the unconstrained nonconvex optimization
- The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem
- A globally convergent Levenberg-Marquardt method for solving nonlinear complementarity problem
- Accelerating the cubic regularization of Newton's method on convex problems
- Regularized Newton method for unconstrained convex optimization
- Gauss-Newton methods for the complementarity problem
- A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
- A semismooth equation approach to the solution of nonlinear complementarity problems
- Introductory lectures on convex optimization. A basic course.
- A penalized Fischer-Burmeister NCP-function
- Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
- A nonsmooth version of Newton's method
- The quadratic convergence of a smoothing Levenberg-Marquardt method for nonlinear complementarity problem
- Cubic regularization of Newton method and its global performance
- A smoothing Levenberg-Marquardt method for NCP
- Equivalence of the generalized complementarity problem to differentiable unconstrained minimization
- On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems
- A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
- A New Nonsmooth Equations Approach to Nonlinear Complementarity Problems
- Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
- Optimization and nonsmooth analysis
- Classes of functions and feasibility conditions in nonlinear complementarity problems
- Nonlinear least squares — the Levenberg algorithm revisited
- A special newton-type optimization method
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Point-to-Set Maps in Mathematical Programming
This page was built for publication: Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
