An improved LQP-based method for solving nonlinear complementarity problems (Q2266828)
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scientific article; zbMATH DE number 5675204
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| English | An improved LQP-based method for solving nonlinear complementarity problems |
scientific article; zbMATH DE number 5675204 |
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An improved LQP-based method for solving nonlinear complementarity problems (English)
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26 February 2010
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The logarithmic-quadratic proximal (LQP) method is commonly used in solving nonlinear complementarity problems. The authors revisit an existing prediction-correction method by proposing an improved logarithmic-quadratic proximal based interior prediction-correction method using some alternative strategies for determining the step-sizes in the correction step. The convergence of the method is established. Some numerical results are presented to illustrate the effectiveness of the method.
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logarithmic-quadratic proximal method
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nonlinear complementarity problems
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step-size
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interior prediction-correction method
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convergence
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numerical results
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