Global Complexity Bound Analysis of the Levenberg–Marquardt Method for Nonsmooth Equations and Its Application to the Nonlinear Complementarity Problem

Abstract

We investigate a global complexity bound of the Levenberg–Marquardt Method (LMM) for nonsmooth equations. The global complexity bound is an upper bound to the number of iterations required to get an approximate solution that satisfies a certain condition. We give sufficient conditions under which the bound of the LMM for nonsmooth equations is the same as smooth cases. We also show that it can be reduced under some regularity assumption. Furthermore, by applying these results to nonsmooth equations equivalent to the nonlinear complementarity problem (NCP), we get global complexity bounds for the NCP. In particular, we give a reasonable bound when the mapping involved in the NCP is a uniformly P-function.