Affine scaling interior Levenberg-Marquardt method for bound-constrained semismooth equations under local error bound conditions

DOI10.1016/j.cam.2007.07.039zbMath1151.65047OpenAlexW2009018340MaRDI QIDQ935779

De-Tong Zhu

Publication date: 8 August 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2007.07.039

zbMATH Keywords

algorithmglobal convergencepreconditioningerror boundsinterior point methodsuperlinear convergenceLevenberg-Marquardt methodaffine scalingsemismooth equation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Uses Software

• STRSCNE
• levmar

Cites Work

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• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• A Nonmonotone Line Search Technique for Newton’s Method
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds