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Levenberg-Marquardt Method for Mathematical Programs with Linearly Complementarity Constraints
Department of Mathematics and Computer Science, Huarui College, Xinyang Normal University, Xinyang, China
Department of Mathematics and Computer Science, Huarui College, Xinyang Normal University, Xinyang, China
School of Mathematics & Computational Science, Guilin University of Electronic Technology, Guilin, China
College of Science, Anhui University of Science and Technology, Huainan, China
- 1 Department of Mathematics and Computer Science, Huarui College, Xinyang Normal University, Xinyang, China
- 2 Department of Mathematics and Computer Science, Huarui College, Xinyang Normal University, Xinyang, China
- 3 School of Mathematics & Computational Science, Guilin University of Electronic Technology, Guilin, China
- 4 College of Science, Anhui University of Science and Technology, Huainan, China
American Journal of Computational Mathematics·Volume 05 (2015)·Pages 239–242·Published 20 August 2015·DOI10.4236/ajcm.2015.53020
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Abstract
In this paper, a new method for solving a mathematical programming problem with linearly complementarity constraints (MPLCC) is introduced, which applies the Levenberg-Marquardt (L-M) method to solve the B-stationary condition of original problem. Under the MPEC-LICQ, the proposed method is proved convergent to B-stationary point of MPLCC.
KeywordsMathematical Programs with Linear Complementarity ConstraintsMPEC-LICQB-StationarityLevenberg-Marquardt Method
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