Displaying similar documents to “The damped modified iterated Kalman filter for nonlinear discrete time systems”

Global convergence property of modified Levenberg-Marquardt methods for nonsmooth equations

Shou-qiang Du, Yan Gao (2011)

Applications of Mathematics

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In this paper, we discuss the globalization of some kind of modified Levenberg-Marquardt methods for nonsmooth equations and their applications to nonlinear complementarity problems. In these modified Levenberg-Marquardt methods, only an approximate solution of a linear system at each iteration is required. Under some mild assumptions, the global convergence is shown. Finally, numerical results show that the present methods are promising.