An improved LQP-based method for solving nonlinear complementarity problems

Min Li, Xiaoming YUAN*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

The well-known logarithmic-quadratic proximal (LQP)method has motivated a number of efficient numerical algorithms for solving nonlinear complementarity problems (NCPs). In this paper, we aim at improving one of them, i. e., the LQP-based interior prediction-correction method proposed in [He, Liao and Yuan, J. Comp. Math., 2006, 24(1): 33-44], via identifying more appropriate step-sizes in the correction steps. Preliminary numerical results for solving some NCPs arising in traffic equilibrium problems are reported to verify the theoretical assertions.

Original languageEnglish
Pages (from-to)23-35
Number of pages13
JournalFrontiers of Mathematics in China
Volume5
Issue number1
DOIs
Publication statusPublished - Jan 2010

Scopus Subject Areas

  • Mathematics (miscellaneous)

User-Defined Keywords

  • Logarithmic-quadratic proximal method
  • Nonlinear complementarity problems
  • Prediction-correction
  • Step-size

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