LQP method with a new optimal step size rule for nonlinear complementarity problems

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作者
Ali Ou-yassine
Abdellah Bnouhachem
Fatimazahra Benssi
机构
[1] Ibn Zohr University,Laboratoire d’Ingénierie des Systémes et Technologies de l’Information, ENSA
[2] Nanjing University,School of Management Science and Engineering
关键词
nonlinear complementarity problems; co-coercive operator; logarithmic-quadratic proximal method;
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摘要
Inspired and motivated by results of Bnouhachem et al. (Hacet. J. Math. Stat. 41(1):103-117, 2012), we propose a new modified LQP method by using a new optimal step size, where the underlying function F is co-coercive. Under some mild conditions, we show that the method is globally convergent. Some preliminary computational results are given to illustrate the efficiency of the proposed method.
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