Two Interior-Point Methods for Nonlinear P *(τ)-Complementarity Problems

Y. B. Zhao and J. Y. Han
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Y. B. Zhao: Chinese Academy of Sciences
J. Y. Han: Chinese Academy of Sciences

Journal of Optimization Theory and Applications, 1999, vol. 102, issue 3, No 9, 659-679

Abstract: Abstract Two interior-point algorithms using a wide neighborhood of the central path are proposed to solve nonlinear P *-complementarity problems. The proof of the polynomial complexity of the first method requires the problem to satisfy a scaled Lipschitz condition. When specialized to monotone complementarity problems, the results of the first method are similar to those in Ref. 1. The second method is quite different from the first in that the global convergence proof does not require the scaled Lipschitz assumption. However, at each step of this algorithm, one has to compute an approximate solution of a nonlinear system such that a certain accuracy requirement is satisfied.

Keywords: Interior-point algorithms; nonlinear P *-complementarity problems; polynomial complexity; scaled Lipschitz condition (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1022606324827

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