An improved LQP-based method for solving nonlinear complementarity problems

Min Li; Xiao Ming Yuan

doi:10.1007/s11464-009-0046-0

An improved LQP-based method for solving nonlinear complementarity problems

Min Li
, Xiao Ming Yuan^*

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Journal article › peer-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 language	English
Pages (from-to)	23-35
Number of pages	13
Journal	Frontiers of Mathematics in China
Volume	5
Issue number	1
DOIs	https://doi.org/10.1007/s11464-009-0046-0
Publication status	Published - Jan 2010

User-Defined Keywords

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

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10.1007/s11464-009-0046-0

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title = "An improved LQP-based method for solving nonlinear complementarity problems",

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.",

keywords = "Logarithmic-quadratic proximal method, Nonlinear complementarity problems, Prediction-correction, Step-size",

author = "Min Li and Yuan, \{Xiao Ming\}",

note = "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).",

year = "2010",

month = jan,

doi = "10.1007/s11464-009-0046-0",

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AU - Yuan, Xiao Ming

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PY - 2010/1

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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

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DO - 10.1007/s11464-009-0046-0

M3 - Journal article

AN - SCOPUS:73649088255

SN - 1673-3452

VL - 5

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EP - 35

JO - Frontiers of Mathematics in China

JF - Frontiers of Mathematics in China

IS - 1

ER -

An improved LQP-based method for solving nonlinear complementarity problems

Abstract

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