AN APPROXIMATE PROXIMAL POINT ALGORITHM FOR NONLINEAR COMPLEMENTARITY PROBLEMS

Authors : A BNOUHACHEM, Ma NOOR, Muhammad Aslam NOOR, M KHALFAOUİ, S ZHAOHAN

Pages : 103-117

View : 52 | Download : 11

Publication Date : 2012-01-01

Article Type : Research Paper

Abstract :In this paper, we suggest and analyze a new method for solving nonlinear complementarity problems insert ignore into journalissuearticles values(NCP); where the underlying function F is co-coercive. The theme of this paper is twofold. First, we consider the logarithmic-quadratic proximal insert ignore into journalissuearticles values(LQP); method which was introduced by Auslender, Teboulle and Ben-Tiba insert ignore into journalissuearticles values(A logarithmic-quadratic proximal method for variational inequalities, Comput. Optim. Appl. 12, 31–40, 1999);. Next, we propose a new modified LQP method by using a new direction with a new step size αk. We show that the method is globally convergent. Some preliminary computational results are given to illustrate the efficiency of the proposed method.
Keywords : Nonlinear complementarity problems, Co coercive operator, Logarithmicquadratic proximal method, 2000 AMS Classification 49 J 40

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