The Modulus-Based Levenberg-Marquardt Method for Solving Linear Complementarity Problem
Baohua Huang, Changfeng Ma · Numerical Mathematics Theory Methods and Applications · 2018
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.