A Modified Nonsmooth Levenberg–Marquardt Algorithm for the General Mixed Complementarity Problem

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.

A New Modified Efficient Levenberg–Marquardt Method for Solving Systems of Nonlinear Equations

For systems of nonlinear equations, a modified efficient Levenberg–Marquardt method with new LM parameters was developed by Amini et al. (2018). The convergence of the method was proved under the local error bound condition. In order to enhance this method, using nonmonotone technique, we propose a new Levenberg–Marquardt parameter in this paper. The convergence of the new Levenberg–Marquardt method is shown to be at least superlinear, and numerical experiments show that the new Levenberg–Marquardt algorithm can solve systems of nonlinear equations effectively.

Generalized Tensor Complementarity Problems Over a Polyhedral Cone

This paper addresses a class of generalized tensor complementarity problems (GTCPs) over a polyhedral cone. As a new generalization of the well-studied tensor complementarity problems (TCPs) in the literature, we first show the nonemptiness of the solution set of GTCPs when the involved tensor is cone ER. Then, we study bounds of solutions, and in addition to deriving a Hölderian local error bound of the problem under consideration. Finally, we reformulate GTCPs over a polyhedral cone as a system of nonlinear equations, which is helpful to employ the Levenberg–Marquardt algorithm for finding a solution of the problem. Some preliminary numerical results show that such an algorithm is efficient for GTCPs.