Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1704921 | Applied Mathematical Modelling | 2011 | 12 Pages |
Abstract
By using the F–B function and smoothing technique to convert the nonlinear complementarity problems to smoothing nonlinear systems, and introducing perturbation parameter μk into the smoothing Newton equation, we present a new smoothing Levenberg–Marquardt method for general nonlinear complementarity problems. For general mapping F, not necessarily a P0 function, the algorithm has global convergence. Each accumulation point of the iterative sequence is at least a stationary point of the problem. Under the local error bound condition, which is much weaker than nonsingularity assumption or the strictly complementarity condition, we get the local superlinear convergence. Under some proper condition, quadratic convergence is also obtained.
Keywords
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Computational Mechanics
Authors
Haodong Yu, Dingguo Pu,