Extended LQP method for monotone nonlinear complementarity problems

被引：10

作者：

Bnouhachem, A. ^{[1
]}

Yuan, X. M. ^{[1
]}

机构：

[1] Shanghai Jiao Tong Univ, Antai Coll Econ & Management, Dept Management Sci, Shanghai 200052, Peoples R China

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2007年 / 135卷 / 03期

基金：

中国国家自然科学基金;

关键词：

logarithmic-quadratic proximal method; nonlinear complementarity problems;

D O I：

10.1007/s10957-007-9287-9

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

To solve nonlinear complementarity problems (NCP), the logarithmic-quadratic proximal (LQP) method solves a system of nonlinear equations at each iteration. In this paper, the iterates generated by the original LQP method are extended by explicit formulas and thus an extended LQP method is presented. It is proved theoretically that the lower bound of the progress obtained by the extended LQP method is greater than that by the original LQP method. Preliminary numerical results are provided to verify the theoretical assertions and the effectiveness of both the original and the extended LQP method.

引用

页码：343 / 353

页数：11

共 8 条

[1] A logarithmic-quadratic proximal method for variational inequalities [J].