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Your search keyword '"Nonlinear complementarity problem"' showing total 1 results
Start Over Descriptor "Nonlinear complementarity problem" Topic asymptotic expansions Topic mathematical optimization Topic stochastic convergence Publication Year Range Last 50 years

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1 results on '"Nonlinear complementarity problem"'

1. A globally convergent Levenberg–Marquardt method for solving nonlinear complementarity problem

Author

Ma, Changfeng, Tang, Jia, and Chen, Xiaohong

Subjects
*COMPLEMENTARITY (Physics), *MATHEMATICAL optimization, *STOCHASTIC convergence, *ASYMPTOTIC expansions
Abstract

Abstract: The nonlinear complementarity problem (denoted by NCP(F)) can be reformulated as the least l 2-norm solution of a optimization problem. By introducing a new smoothing function, the problem is approximated by a family of parameterized optimization problems with twice continuously differentiable objective functions. Then a smoothing Levenberg–Marquardt method is applied to solve the parameterized optimization problems. The global convergence of the proposed method is proved under an assumption that the level set of the problem is compact. [Copyright &y& Elsevier]

Published
2007
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