Author(s)

Cong Zhang^1*, Limin Sun¹, Zhibin Zhu², Minglei Fang³

¹Department of Mathematics and Computer Science, Huarui College, Xinyang Normal University, Xinyang, China.
²School of Mathematics & Computational Science, Guilin University of Electronic Technology, Guilin, China.
³College of Science, Anhui University of Science and Technology, Huainan, China.

In this paper, a new method for solving a mathematical programming problem with linearly complementarity constraints (MPLCC) is introduced, which applies the Levenberg-Marquardt (L-M) method to solve the B-stationary condition of original problem. Under the MPEC-LICQ, the proposed method is proved convergent to B-stationary point of MPLCC.

Mathematical Programs with Linear Complementarity Constraints, MPEC-LICQ, B-Stationarity, Levenberg-Marquardt Method

Zhang, C. , Sun, L. , Zhu, Z. and Fang, M. (2015) Levenberg-Marquardt Method for Mathematical Programs with Linearly Complementarity Constraints. American Journal of Computational Mathematics, 5, 239-242. doi: 10.4236/ajcm.2015.53020.