An interior proximal point algorithm for nonlinear complementarity problems

DOI10.1016/J.NAHS.2009.09.010MaRDI QIDQ708086zbMATH OpenOpenAlexFDO

Authors Abdellah Bnouhachem, Muhammad Aslam Noor

Publication date 11 October 2010

Published in Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.nahs.2009.09.010

zbMATH Keywords

logarithmic-quadratic proximal methodsnonlinear complementarity problemspseudomonotone operators

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Review text

This paper extends the method of \textit{M. A. Noor} and \textit{A. Bnouhachem} [J. Comput. Appl. Math. 197, No. 2, 395--405 (2006; Zbl 1120.90062)], and propose a method for solving nonlinear complementarity problems (NCP), where the underlying function F is pseudomonotone and continuous by performing an additional projection step at each iteration and another optimal step length is employed to reach substantial progress in each iteration. The authors prove the global convergence of the proposed method under some suitable conditions. Some preliminary computational results are given to illustrate the efficiency of the new proposed method. The numerical results show that the new method is attractive in practice. It also demonstrates computationally that the new method is more effective than the method presented in Noor and Bnouhachem [loc. cit.] in the sense that the new method needs fewer iterations and less computational time.

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Cites work

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Cited in

(15)

• A unified approach to interior point algorithms for linear complementary problems
• An interior point method for the nonlinear complementarity problem
• A new interior-point algorithm for \(P_{\ast}(k)\)-NCP based on a class of parametric kernel functions
• A general self-adaptive relaxed-PPA method for convex programming with linear constraints
• Modified proximal-point method for nonlinear complementarity problems
• LQP method with a new optimal step size rule for nonlinear complementarity problems
• On two interior-point mappings for nonlinear semidefinite complementarity problems
• The proximal point algorithm for the P₀ complementarity problem
• A new interior point method for nonlinear complementarity problem
• A generalized proximal point algorithm for the nonlinear complementarity problem
• Particle swarm optimization-proximal point algorithm for nonlinear complementarity problems
• scientific article; zbMATH DE number 6119893 (Why is no real title available?)
• Square quadratic proximal method for nonlinear complementarity problems
• A projected-gradient interior-point algorithm for complementarity problems
• A \(\mathcal O(1/k^{3/2})\) hybrid proximal extragradient primal-dual interior point method for nonlinear monotone mixed complementarity problems

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