TY - JOUR
T1 - An improved LQP-based method for solving nonlinear complementarity problems
AU - Li, Min
AU - YUAN, Xiaoming
N1 - Funding Information:
Acknowledgements The first author was supported by KJ2009370 from Southeast University and the Specialized Research Fund for the Doctoral Program of Higher Education (200802861031). The second author was supported by the Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry, and the National Natural Science Foundation of China (Grant No. 10701055).
PY - 2010/1
Y1 - 2010/1
N2 - 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.
AB - 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.
KW - Logarithmic-quadratic proximal method
KW - Nonlinear complementarity problems
KW - Prediction-correction
KW - Step-size
UR - http://www.scopus.com/inward/record.url?scp=73649088255&partnerID=8YFLogxK
U2 - 10.1007/s11464-009-0046-0
DO - 10.1007/s11464-009-0046-0
M3 - Journal article
AN - SCOPUS:73649088255
SN - 1673-3452
VL - 5
SP - 23
EP - 35
JO - Frontiers of Mathematics in China
JF - Frontiers of Mathematics in China
IS - 1
ER -