Geodesic
Global convergence property of modified Levenberg-Marquardt methods for nonsmooth equations
Applications of Mathematics, Tome 56 (2011) no. 5, pp. 481-498.

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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.
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},
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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. http://geodesic.mathdoc.fr/articles/10.1007/s10492-011-0027-y/

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