A Modified Nonsmooth Levenberg–Marquardt Algorithm for the General Mixed Complementarity Problem
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As is well known, the mixed complementarity problem is equivalent to a nonsmooth equation by using a median function. By investigating the generalized Jacobi of a composite vector-valued maximum function, a nonsmooth Levenberg–Marquardt algorithm is proposed in this paper. In the present algorithm, we adopt a new LM parameter form and discuss the local convergence rate under the local error bound condition, which is weaker than nonsingularity. Finally, the numerical experiments and the application for the real-time pricing in smart grid illustrate the effectiveness of the algorithm.
2015 ◽
Vol 52
(1-2)
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pp. 191-213
2005 ◽
Vol 34
(1)
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pp. 47-62
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2020 ◽
Vol 37
(04)
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pp. 2040006
2015 ◽
Vol 36
(1)
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pp. 185-202
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2017 ◽
Vol 13
(5)
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pp. 0-0
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2011 ◽
Vol 217
(9)
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pp. 4459-4472
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2019 ◽
Vol 35
(4)
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pp. 830-844
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