An improved LQP-based method for solving nonlinear complementarity problems (Q2266828)

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An improved LQP-based method for solving nonlinear complementarity problems
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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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