AN APPROXIMATE PROXIMAL POINT ALGORITHM FOR NONLINEAR COMPLEMENTARITY PROBLEMS

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

来源：Hacettepe Journal of Mathematics and Statistics, 2012, 41(1): 103-117.

• Nonlinear complementarity problems
• Co-coercive operator
• Logarithmic-quadratic proximal method

In this paper, we suggest and analyze a new method for solving nonlinear complementarity problems (NCP) where the underlying function F is co-coercive. The theme of this paper is twofold. First, we consider the logarithmic-quadratic proximal (LQP) method which was introduced by Auslender, Teboulle and Ben-Tiba (A logarithmic-quadratic proximal method for variational inequalities, Comput. Optim. Appl. 12, 31-40, 1999). Next, we propose a new modified LQP method by using a new direction with a new step size alpha(k). We show that the method is globally convergent. Some preliminary computational results are given to illustrate the efficiency of the proposed method.

• 出版日期2012-2
• 单位南京大学