Numer. Math. Theor. Meth. Appl., 12 (2019), pp. 154-168.
Published online: 2018-09
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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} }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.