Extended LQP Method for Monotone Nonlinear Complementarity Problems |
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Authors: | A Bnouhachem X M Yuan |
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Institution: | (1) School of Management Science and Engineering, Nanjing University, Nanjing, 210093, China;(2) Department of Management Science, Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai, 200052, China |
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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. |
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Keywords: | Logarithmic-quadratic proximal method Nonlinear complementarity problems |
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