In this paper, we propose a new method for solving nonlinear complementarity problems (NCP), where the underlying function F is pseudomonotone and continuous. The method can be viewed as an extension of the method of Noor and Bnouhachem (2006) [13], by performing an additional projection step at eac
✦ LIBER ✦
A positive interior-point algorithm for nonlinear complementarity problems
✍ Scribed by Ma Chang-feng; Liang Guo-ping; Chen Xin-mei
- Publisher
- Springer
- Year
- 2003
- Tongue
- English
- Weight
- 375 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0253-4827
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We present an interior point method for the nonlinear complementarity problem which converges, whenever the problem has solutions, for any paramonotone operator (i.e., monotone and such that (F(x) -F(y), x-y) = 0 implies F(x) = F(y)). The iterative step consists of easily computable closed formulae,