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Interior-point methods for nonlinear complementarity problems

โœ Scribed by F. A. Potra; Y. Ye

Publisher
Springer
Year
1996
Tongue
English
Weight
901 KB
Volume
88
Category
Article
ISSN
0022-3239

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๐Ÿ“œ SIMILAR VOLUMES

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An interior point method for the nonlinear complementarity problem
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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,

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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