A new logarithmic-quadratic proximal method for nonlinear complementarity problems

作者：Bnouhachem Abdellah; Noor Muhammad Aslam^*; Khalfaoui Mohamed; Sheng Zhaohan

来源：Applied Mathematics and Computation, 2009, 215(2): 695-706.

DOI：10.1016/j.amc.2009.05.042

• Nonlinear complementarity problems
• Pseudomonotone operators
• Interior proximal methods

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.

• 出版日期2009-9-15
• 单位南京大学