Department of Mathematics
An improved LQP-based method for solving nonlinear complementarity problems
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. © Higher Education Press and Springer Berlin Heidelberg 2009.
Logarithmic-quadratic proximal method, Nonlinear complementarity problems, Prediction-correction, Step-size
Source Publication Title
Frontiers of Mathematics in China
Li, Min, and Xiao-Ming Yuan. "An improved LQP-based method for solving nonlinear complementarity problems." Frontiers of Mathematics in China 5.1 (2010): 23-35.