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Volume 12, Issue 1
The Modulus-Based Levenberg-Marquardt Method for Solving Linear Complementarity Problem

Baohua Huang & Changfeng Ma

DOI: 10.4208/nmtma.OA-2017-0135

Numer. Math. Theor. Meth. Appl., 12 (2019), pp. 154-168.

Published online: 2018-09

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  • Abstract

As applying the Levenberg-Marquardt method to the  reformulation of linear complementarity problem, a modulus-based Levenberg-Marquardt method with non-monotone  line search is established and the global convergence result is presented. Numerical experiments show that the proposed method is efficient and outperforms the modulus-based matrix splitting iteration method.

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@Article{NMTMA-12-154, author = {Baohua Huang and Changfeng Ma}, title = {The Modulus-Based Levenberg-Marquardt Method for Solving Linear Complementarity Problem}, journal = {Numerical Mathematics: Theory, Methods and Applications}, year = {2018}, volume = {12}, number = {1}, pages = {154--168}, abstract = {

As applying the Levenberg-Marquardt method to the  reformulation of linear complementarity problem, a modulus-based Levenberg-Marquardt method with non-monotone  line search is established and the global convergence result is presented. Numerical experiments show that the proposed method is efficient and outperforms the modulus-based matrix splitting iteration method.

}, issn = {2079-7338}, doi = {https://doi.org/10.4208/nmtma.OA-2017-0135}, url = {http://global-sci.org/intro/article_detail/nmtma/12695.html} }
TY - JOUR T1 - The Modulus-Based Levenberg-Marquardt Method for Solving Linear Complementarity Problem AU - Baohua Huang & Changfeng Ma JO - Numerical Mathematics: Theory, Methods and Applications VL - 1 SP - 154 EP - 168 PY - 2018 DA - 2018/09 SN - 12 DO - http://doi.org/10.4208/nmtma.OA-2017-0135 UR - https://global-sci.org/intro/article_detail/nmtma/12695.html KW - AB -

As applying the Levenberg-Marquardt method to the  reformulation of linear complementarity problem, a modulus-based Levenberg-Marquardt method with non-monotone  line search is established and the global convergence result is presented. Numerical experiments show that the proposed method is efficient and outperforms the modulus-based matrix splitting iteration method.

Baohua Huang and Changfeng Ma. (2018). The Modulus-Based Levenberg-Marquardt Method for Solving Linear Complementarity Problem. Numerical Mathematics: Theory, Methods and Applications. 12 (1). 154-168. doi:10.4208/nmtma.OA-2017-0135
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