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Abstract
In this paper, a modulus-based Shamanskii-Like Levenberg-Marquardt method is proposed for solving nonlinear complementarity problems (NCPs). First, the NCP is reformulated in the form of an equivalent non-smooth system of equations. Then, a non-smooth Shamanskii-Like Levenberg-Marquardt method using a non-monotone r-order Armijo line search is developed by generalizing a smooth Levenberg-Marquardt method to solve the resulting system. Global convergence of the proposed method is achieved under some suitable assumptions. Numerical experiments verify the feasibility and efficiency of the proposed method.
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Details
1 postgraduate student at the School of Mathematics and Big Data, Anhui University of Science and Technology, Huainan, 232001, P. R. China (e-mail: [email protected])
2 assistant professor at the School of Mathematics and Big Data, Anhui University of Science and Technology, Huainan, 232001, P. R. China (corresponding author to provide e-mail: [email protected])
3 postgraduate student at the School of Mathematics and Big Data, Anhui University of Science and Technology, Huainan, 232001, P. R. China (e-mail: [email protected])
4 postgraduate student at the School of Mathematics and Big Data, Anhui University of Science and Technology, Huainan, 232001, P. R. China (e-mail: [email protected])