A smoothing Levenberg-Marquardt method for the extended linear complementarity problem

作者：Yu Zhensheng^*; Su Ke; Lin Ji

来源：Applied Mathematical Modelling, 2009, 33(8): 3409-3420.

DOI：10.1016/j.apm.2008.11.004

• Extended linear complementarity
• Smoothing function
• Levenberg-Marquardt method
• Global convergence
• Local superlinear convergence

We consider the extended linear complementarity problem (XLCP), of which the linear and horizontal linear complementarity problems are two special cases. We reformulate the XLCP to a smooth equation by using some smoothing functions and propose a Levenberg-Marquardt method to solve the system of smooth equation. The global convergence and local superlinear convergence rate are established under certain conditions. Numerical tests show the effectiveness of the proposed algorithm.

• 出版日期2009-8
• 单位河北大学; 上海大学