Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1706906 | Applied Mathematical Modelling | 2009 | 12 Pages |
Abstract
We consider the extended linear complementarity problem (XLCP), of which the linear and horizontal linear complementarity problems are two special cases. We reformulate the XLCP to a smooth equation by using some smoothing functions and propose a Levenberg–Marquardt method to solve the system of smooth equation. The global convergence and local superlinear convergence rate are established under certain conditions. Numerical tests show the effectiveness of the proposed algorithm.
Keywords
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Zhensheng Yu, Ke Su, Ji Lin,