Geodesic
Global convergence property of modified Levenberg-Marquardt methods for nonsmooth equations
Applications of Mathematics, Tome 56 (2011) no. 5, pp. 481-498 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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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.
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.
DOI : 10.1007/s10492-011-0027-y
Classification : 65H10, 65K05, 90C30, 90C33
Keywords: nonsmooth equations; modified Levenberg-Marquardt method; global convergence; nonlinear complementarity problem; numerical results 
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     title = {Global convergence property of modified {Levenberg-Marquardt} methods for nonsmooth equations},
     journal = {Applications of Mathematics},
     pages = {481--498},
     year = {2011},
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Du, Shou-qiang; Gao, Yan. Global convergence property of modified Levenberg-Marquardt methods for nonsmooth equations. Applications of Mathematics, Tome 56 (2011) no. 5, pp. 481-498. doi: 10.1007/s10492-011-0027-y

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