An improved LQP-based method for solving nonlinear complementarity problems

被引：2
|
作者：
Li, Min [2 ]
Yuan, Xiao-Ming [1 ]
机构：
[1] Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China
[2] Southeast Univ, Sch Econ & Management, Nanjing 210096, Peoples R China
来源：
FRONTIERS OF MATHEMATICS IN CHINA | 2010年 / 5卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Logarithmic-quadratic proximal method; nonlinear complementarity problems; prediction-correction; step-size; QUADRATIC PROXIMAL METHOD; MONOTONE VARIATIONAL-INEQUALITIES; PREDICTION-CORRECTION METHOD;
D O I：
10.1007/s11464-009-0046-0
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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.
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页码：23 / 35
页数：13
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