The Modulus-Based Levenberg-Marquardt Method for Solving Linear Complementarity Problem

Abstract

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.