A Modified Levenberg-Marquardt Method for Nonsmooth Equations with Finitely Many Maximum Functions

Shou-qiang Du and Yan Gao

Mathematical Problems in Engineering, 2008, vol. 2008, 1-10

Abstract:

For solving nonsmooth systems of equations, the Levenberg-Marquardt method and its variants are of particular importance because of their locally fast convergent rates. Finitely many maximum functions systems are very useful in the study of nonlinear complementarity problems, variational inequality problems, Karush-Kuhn-Tucker systems of nonlinear programming problems, and many problems in mechanics and engineering. In this paper, we present a modified Levenberg-Marquardt method for nonsmooth equations with finitely many maximum functions. Under mild assumptions, the present method is shown to be convergent Q-linearly. Some numerical results comparing the proposed method with classical reformulations indicate that the modified Levenberg-Marquardt algorithm works quite well in practice.

Date: 2008
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2008/942391.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2008/942391.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:942391

DOI: 10.1155/2008/942391

Access Statistics for this article

More articles in Mathematical Problems in Engineering from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().