A SMOOTHING LEVENBERG-MARQUARDT TYPE METHOD FOR LCP  

作　　者：Ju-liangZhang JianChen 

机构地区：[1]DepartmentofManagementScience,SchoolofEconomicsandManagement,TsinghuaUniversity,Beijing100083,China

出　　处：《Journal of Computational Mathematics》2004年第5期735-752,共18页计算数学（英文）

摘　　要：In this paper, we convert the linear complementarity problem to a system of semismooth nonlinear equations by using smoothing technique. Then we use Levenberg-Marquardt type method to solve this system. Taking advantage of the new results obtained by Dan, Yamashita and Fukushima [11, 33], the global and local superlinear convergence properties of the method are obtained under very mild conditions. Especially, the algorithm is locally superlinearly convergent under the assumption of either strict complementarity or certain nonsingularity. Preliminary numerical experiments are reported to show the efficiency of the algorithm.

分 类 号：O17[理学—数学]