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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.
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참고문헌 (17)
참고문헌 신청
A. Auslender / 1999 / Interior proximal and multiplier methods based on second order homogeneous kernels / Math. Oper. Res 24(3):645~668
A. Auslender / 1999 / A logarithmic-quadratic proximal method for variational inequalities / Comput. Optim. Appl 12(1-3):31~40
A. Bnouhachem / 2006 / An LQP method for pseudomonotone variational inequalities / J. Global Optim 36(3):351~363
A. Bnouhachem / 2008 / A new predicto-corrector method for pseudomonotone nonlinear complementarity problems / Int. J. Comput. Math 85(7):1023~1038
A. Bnouhachem / 2012 / A note on LQP method for nonlinear complimentarity problems / Adv. Model. Optim 14(1):269~283
A. Auslender / 1999 / A logarithmic-quadratic proximal method for variational inequalities / Comput. Optim. Appl 12(1-3):31~40
A. Bnouhachem / 2006 / An LQP method for pseudomonotone variational inequalities / J. Global Optim 36(3):351~363
A. Bnouhachem / 2008 / A new predicto-corrector method for pseudomonotone nonlinear complementarity problems / Int. J. Comput. Math 85(7):1023~1038
A. Bnouhachem / 2012 / A note on LQP method for nonlinear complimentarity problems / Adv. Model. Optim 14(1):269~283
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