A New Hybrid Inexact Logarithmic-Quadratic Proximal Method for Nonlinear Complementarity Problems

Ying Zhou and Lizhi Wang
Additional contact information
Ying Zhou: Iowa State University, USA
Lizhi Wang: Iowa State University, USA

International Journal of Operations Research and Information Systems (IJORIS), 2010, vol. 1, issue 3, 1-13

Abstract: In this paper, the authors present and analyze a new hybrid inexact Logarithmic-Quadratic Proximal method for solving nonlinear complementarity problems. Each iteration of the new method consists of a prediction and a correction step. The predictor is produced using an inexact Logarithmic-Quadratic Proximal method, which is then corrected by the Proximal Point Algorithm. The new iterate is obtained by combining predictor and correction point at each iteration. In this paper, the authors prove the convergence of the new method under the mild assumptions that the function involved is continuous and monotone. Comparison to another existing method with numerical experiments on classical NCP instances demonstrates its superiority.

Date: 2010
References: Add references at CitEc
Citations:

Downloads: (external link)
http://services.igi-global.com/resolvedoi/resolve. ... 018/joris.2010070101 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:igg:joris0:v:1:y:2010:i:3:p:1-13

Access Statistics for this article

International Journal of Operations Research and Information Systems (IJORIS) is currently edited by John Wang

More articles in International Journal of Operations Research and Information Systems (IJORIS) from IGI Global
Bibliographic data for series maintained by Journal Editor ().