On the local convergence of a Levenberg-Marquardt method for nonsmooth nonlinear complementarity problems
نویسندگان
چکیده
منابع مشابه
Global Complexity Bound Analysis of the Levenberg-Marquardt Method for Nonsmooth Equations and Its Application to the Nonlinear Complementarity Problem
We investigate a global complexity bound of the Levenberg-Marquardt Method (LMM) for nonsmooth equations F (x) = 0. The global complexity bound is an upper bound to the number of iterations required to get an approximate solution such that ∥∇f(x)∥ ≤ ε, where f is a least square merit function and ε is a given positive constant. We show that the bound of the LMM is O(ε−2). We also show that it i...
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ژورنال
عنوان ژورنال: ScienceAsia
سال: 2017
ISSN: 1513-1874
DOI: 10.2306/scienceasia1513-1874.2017.43.377