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Keywords:
nonsmooth equations; modified Levenberg-Marquardt method; global convergence; nonlinear complementarity problem; numerical results
nonsmooth equations; modified Levenberg-Marquardt method; global convergence; nonlinear complementarity problem; numerical results
Summary:
In this paper, we discuss the globalization of some kind of modified Levenberg-Marquardt methods for nonsmooth equations and their applications to nonlinear complementarity problems. In these modified Levenberg-Marquardt methods, only an approximate solution of a linear system at each iteration is required. Under some mild assumptions, the global convergence is shown. Finally, numerical results show that the present methods are promising.
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