A new logarithmic-quadratic proximal method for nonlinear complementarity problems

被引：8

作者：

Bnouhachem, Abdellah ^{[2
,3
]}

Noor, Muhammad Aslam ^{[1
]}

Khalfaoui, Mohamed

Sheng Zhaohan ^{[3
]}

机构：

[1] COMSATS Inst Informat Technol, Dept Math, Sector H8 1, Islamabad 44000, Pakistan

[2] Ibn Zohr Univ, ENSA, Agadir, Morocco

[3] Nanjing Univ, Sch Management Sci & Engn, Nanjing 210093, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2009年 / 215卷 / 02期

关键词：

Nonlinear complementarity problems; Pseudomonotone operators; Interior proximal methods; POINT ALGORITHM; VARIATIONAL INEQUALITY; MONOTONE-OPERATORS; LQP METHOD; CONVERGENCE;

D O I：

10.1016/j.amc.2009.05.042

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we propose a new modified logarithmic-quadratic proximal (LQP) method for solving nonlinear complementarity problems (NCP). We suggest using a prediction-correction method to solve NCP. The predictor is obtained via solving the LQP system approximately under significantly relaxed accuracy criterion and the new iterate is computed by using a new step size alpha(k). Under suitable conditions, we prove that the new method is globally convergent. We report preliminary computational results to illustrate the efficiency of the proposed method. This new method can be considered as a significant refinement of the previously known methods for solving nonlinear complementarity problems. (C) 2009 Elsevier Inc. All rights reserved.

引用

页码：695 / 706

页数：12

共 26 条

[1]

[Anonymous], 1984, Numerical Methods for Nonlinear Variational Problems

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