A Modified Nonsmooth Levenberg–Marquardt Algorithm for the General Mixed Complementarity Problem

Linsen Song, Yan Gao and Qiuye Sun

Mathematical Problems in Engineering, 2021, vol. 2021, 1-8

Abstract: As is well known, the mixed complementarity problem is equivalent to a nonsmooth equation by using a median function. By investigating the generalized Jacobi of a composite vector-valued maximum function, a nonsmooth Levenberg–Marquardt algorithm is proposed in this paper. In the present algorithm, we adopt a new LM parameter form and discuss the local convergence rate under the local error bound condition, which is weaker than nonsingularity. Finally, the numerical experiments and the application for the real-time pricing in smart grid illustrate the effectiveness of the algorithm.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:7249349

DOI: 10.1155/2021/7249349

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