Extended LQP Method for Monotone Nonlinear Complementarity Problems

A. Bnouhachem and X. M. Yuan ()
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A. Bnouhachem: Nanjing University
X. M. Yuan: Shanghai Jiao Tong University

Journal of Optimization Theory and Applications, 2007, vol. 135, issue 3, No 3, 343-353

Abstract: Abstract To solve nonlinear complementarity problems (NCP), the logarithmic-quadratic proximal (LQP) method solves a system of nonlinear equations at each iteration. In this paper, the iterates generated by the original LQP method are extended by explicit formulas and thus an extended LQP method is presented. It is proved theoretically that the lower bound of the progress obtained by the extended LQP method is greater than that by the original LQP method. Preliminary numerical results are provided to verify the theoretical assertions and the effectiveness of both the original and the extended LQP method.

Keywords: Logarithmic-quadratic proximal method; Nonlinear complementarity problems (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10957-007-9287-9

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