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Square quadratic proximal method for nonlinear complimentarity problems

Abdellah Bnouhachem|Ali Ou-yassine
대한수학회 (The Korean Mathematical Society)|2019.04|대한수학회논문집 (Communications of the KMS)|제34권 제2호|pp. 671-684|DOI 10.4134/CKMS.c180109

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참고문헌

키워드

monotone operatornonlinear complementarity problemssquare root quadratic terminterior point method
주제분류수학

초록

In this paper, we propose a new interior point method for solving nonlinear complementarity problems. In this method, we use a new profitable searching direction and instead of using the logarithmic quadratic term, we use a square root quadratic term. We prove the global convergence of the proposed method under the assumption that $F$ is monotone. Some preliminary computational results are given to illustrate the efficiency of the proposed method.

Abstract

In this paper, we propose a new interior point method for solving nonlinear complementarity problems. In this method, we use a new profitable searching direction and instead of using the logarithmic quadratic term, we use a square root quadratic term. We prove the global convergence of the proposed method under the assumption that $F$ is monotone. Some preliminary computational results are given to illustrate the efficiency of the proposed method.

참고문헌 (17)

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