32 research outputs found
Nonmonotone hybrid tabu search for Inequalities and equalities: an experimental study
The main goal of this paper is to analyze the behavior of nonmonotone hybrid tabu search approaches when solving systems of nonlinear inequalities and equalities through the global optimization of an appropriate
merit function. The algorithm combines global and local searches and uses a nonmonotone reduction of the merit function to choose the
local search. Relaxing the condition aims to call the local search more often and reduces the overall computational effort. Two variants of a perturbed pattern search method are implemented as local search. An
experimental study involving a variety of problems available in the literature
is presented.Funda莽茫o para a Ci锚ncia e a Tecnologia (FCT
Convergence properties of a family of inexact Levenberg-Marquardt methods
We present a family of inexact Levenberg-Marquardt (LM) methods for the nonlinear equations which takes more general LM parameters and perturbation vectors. We derive an explicit formula of the convergence order of these inexact LM methods under the Hderian local error bound condition and the Hderian continuity of the Jacobian. Moreover, we develop a family of inexact LM methods with a nonmonotone line search and prove that it is globally convergent. Numerical results for solving the linear complementarity problem are reported
On a Nonsmooth Gauss鈥揘ewton Algorithms for Solving Nonlinear Complementarity Problems
In this paper, we propose a new version of the generalized damped Gauss鈥揘ewton method for solving nonlinear complementarity problems based on the transformation to the nonsmooth equation, which is equivalent to some unconstrained optimization problem. The B-differential plays the role of the derivative. We present two types of algorithms (usual and inexact), which have superlinear and global convergence for semismooth cases. These results can be applied to efficiently find all solutions of the nonlinear complementarity problems under some mild assumptions. The results of the numerical tests are attached as a complement of the theoretical considerations