TY - JOUR T1 - The Modulus-Based Levenberg-Marquardt Method for Solving Linear Complementarity Problem JO - Numerical Mathematics: Theory, Methods and Applications VL - 1 SP - 154 EP - 168 PY - 2018 DA - 2018/09 SN - 12 DO - http://doi.org/10.4208/nmtma.OA-2017-0135 UR - https://global-sci.org/intro/article_detail/nmtma/12695.html KW - AB -

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.