An interior point method for the nonline
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Alfredo Noel Iusem
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Article
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1997
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Elsevier Science
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English
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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,