A new criterion for the inexact logarithmic-quadratic proximal method and its derived hybrid methods

作者：Yuan, Xiao Ming^*

来源：Journal of Global Optimization, 2008, 40(4): 529-543.

DOI：10.1007/s10898-006-9123-z

• nonlinear complementarity problems
• logarithmic-quadratic proximal
• descent
• prediction-correction
• inexact criterion

To solve nonlinear complementarity problems, the inexact logarithmic-quadratic proximal (LQP) method solves a system of nonlinear equations (LQP system) approximately at each iteration. Therefore, the efficiencies of inexact-type LQP methods depend greatly on the involved inexact criteria used to solve the LQP systems. This paper relaxes inexact criteria of existing inexact-type LQP methods and thus makes it easier to solve the LQP system approximately. Based on the approximate solutions of the LQP systems, a descent method, and a prediction-correction method are presented. Convergence of the new methods are proved under mild assumptions. Numerical experiments for solving traffic equilibrium problems demonstrate that the new methods are more efficient than some existing methods and thus verify that the new inexact criterion is attractive in practice.

• 出版日期2008-4
• 单位上海交通大学