TY - JOUR
T1 - A FAMILY OF SMOOTH NCP FUNCTIONS AND AN INEXACT LEVENBERG-MARQUARDT METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS
AU - Tang, Jingyong
AU - Zhou, Jinchuan
AU - Alcantara, Jan Harold
AU - Chen, Jein Shan
N1 - Publisher Copyright:
© 2023 Yokohama Publications. All rights reserved.
PY - 2023
Y1 - 2023
N2 - In this paper, we introduce a family of new NCP functions which is smooth, coercive and strongly semismooth. Based on new NCP functions, we propose an inexact Levenberg-Marquardt method for solving Nonlinear Complementarity Problem (NCP). Different from existing exact/inexact Levenberg-Marquardt methods, the proposed method adopts a derivative-free line search to ensure its globalization. Moreover, by using the strong semismoothness of new NCP functions, wc prove that the proposed method is locally superlinearly/quadratically convergent under a local error bound condition. Some numerical results are reported.
AB - In this paper, we introduce a family of new NCP functions which is smooth, coercive and strongly semismooth. Based on new NCP functions, we propose an inexact Levenberg-Marquardt method for solving Nonlinear Complementarity Problem (NCP). Different from existing exact/inexact Levenberg-Marquardt methods, the proposed method adopts a derivative-free line search to ensure its globalization. Moreover, by using the strong semismoothness of new NCP functions, wc prove that the proposed method is locally superlinearly/quadratically convergent under a local error bound condition. Some numerical results are reported.
KW - Levenberg-Marquardt method
KW - NCP function
KW - Nonlinear complementarity problem
KW - superlinear/quadratic convergence
UR - https://www.scopus.com/pages/publications/85189006857
UR - https://www.scopus.com/pages/publications/85189006857#tab=citedBy
M3 - Article
AN - SCOPUS:85189006857
SN - 1345-4773
VL - 24
SP - 2361
EP - 2385
JO - Journal of Nonlinear and Convex Analysis
JF - Journal of Nonlinear and Convex Analysis
IS - 11
ER -