A new Filter-Levenberg–Marquardt method with disturbance for solving nonlinear complementarity problems

摘要

Recently, filter methods are extensively studied to handle nonlinear programming problems. Because of good numerical results, filter techniques are attached importance to. The nonlinear complementarity problem can be reformulated as the least l2-norm solution of an optimization problem. In this paper, basing on the filter technique and the new smoothing function, we present a new Filter-Levenberg–Marquardt method for solving the equation system Ψ(zk)+[M(zk)+λkI]Δzk=βkz¯ with the disturbance βkz¯. Under the assumption that the lever set of the problem is compact, we prove its global convergence.