Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4631879 | Applied Mathematics and Computation | 2010 | 12 Pages |
Abstract
Recently, filter methods are extensively studied to handle nonlinear programming problems. Because of good numerical results, filter techniques are attached importance to. The nonlinear complementarity problem can be reformulated as the least l2-norm solution of an optimization problem. In this paper, basing on the filter technique and the new smoothing function, we present a new Filter-Levenberg-Marquardt method for solving the equation system Ψ(zk)+[M(zk)+λkI]Îzk=βkz¯ with the disturbance βkz¯. Under the assumption that the lever set of the problem is compact, we prove its global convergence.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jun Long, Sanyun Zeng,