Levenberg-Marquardt Method for Mathematical Programs with Linearly Complementarity Constraints

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References

[1] Luo, Z.Q., Pang, J.S. and Ralph, D. (1996) Mathmetical Programs with Equilibrium Constraints. Cambridge University Press, Cambridge.

http://dx.doi.org/10.1017/CBO9780511983658

[2] Fukushima, M., Luo, Z.Q. and Pang, J.S. (1998) A Globally Convergent Sequential Quadratic Programming Algorithm for Mathematical Programs with Linear Complementarity Constraints. Computational Optimization and Application, 10, 5-34.

http://dx.doi.org/10.1023/A:1018359900133

[3] Zhu, Z.B. and Zhang, K.C. (2006) A Superlinearly Convergent SQP Algorithm for Mathematical Programs with Linear Complementarity Constraints. Application and Computation, 172, 222-244.

http://dx.doi.org/10.1016/j.amc.2005.01.141

[4] Zhang, C., Zhu, Z.B., Chen, F.H. and Fang, M.L. (2010) Sequential System of Linear Equations Algorithm for Optimization with Complementary Constraints. Mathematics Modelling and Applied Computing, 1, 71-80.

[5] Zhang, C., Zhu, Z.B. and Fang, M.L. (2010) A Superlinearly Convergent SSLE Algorithm for Optimization Problems with Linear Complementarity Constraints. Journal of Mathematical Science: Advance and Application, 6, 149-164.

[6] Jiang, H. (2000) Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints. SIAM Journal of Optimization, 10, 779-808.

http://dx.doi.org/10.1137/S1052623497332329

[7] Tao, Y. (2006) Newton-Type Method for a Class of Mathematical Programs with Complementarity Constrains. Computers and Mathematics with Applications, 52, 1627-1638.

http://dx.doi.org/10.1016/j.camwa.2006.09.002

[8] Jian, J.B. (2005) A Superlinearly Convergent Implicit Smooth SQP Algorithm for Mathematical Programs with Nonlinear Complemetarity Constraints. Computational Optimization and Applications, 31, 335-361.

http://dx.doi.org/10.1007/s10589-005-3230-5