TITLE:
Levenberg-Marquardt Method for Mathematical Programs with Linearly Complementarity Constraints
AUTHORS:
Cong Zhang, Limin Sun, Zhibin Zhu, Minglei Fang
KEYWORDS:
Mathematical Programs with Linear Complementarity Constraints, MPEC-LICQ, B-Stationarity, Levenberg-Marquardt Method
JOURNAL NAME:
American Journal of Computational Mathematics,
Vol.5 No.3,
August
20,
2015
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.