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A projected–gradient interior–point algorithm for complementarity problems

✍ Scribed by Roberto Andreani; Joaquim J. Júdice; José Mario Martínez; Joao Patrício

Publisher
Springer US
Year
2010
Tongue
English
Weight
473 KB
Volume
57
Category
Article
ISSN
1017-1398

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✍ Abdellah Bnouhachem; Muhammad Aslam Noor 📂 Article 📅 2010 🏛 Elsevier 🌐 English ⚖ 321 KB

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