摘要
As applying the Levenberg-Marquardt method to the reformulation of linear complementarity problem,a modulus-based Levenberg-Marquardt method with non-monotone line search is established and the global convergence result is presented.Numerical experiments show that the proposed method is efficient and outperforms the modulus-based matrix splitting iteration method.
基金
This research is supported by National Science Foundation of China(41725017)
National Basic Research Program of China under grant number 2014CB845906
It is also partially supported by the CAS/CAFEA international partnership Program for creative research teams(No.KZZD-EW-TZ-19 and KZZD-EW-TZ-15)
Strategic Priority Research Program of the Chinese Academy of Sciences(No.XDB18010202)。
