کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4624246 1339536 2006 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A hybrid inexact Logarithmic–Quadratic Proximal method for nonlinear complementarity problems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
A hybrid inexact Logarithmic–Quadratic Proximal method for nonlinear complementarity problems
چکیده انگلیسی

Inspired by the Logarithmic–Quadratic Proximal method [A. Auslender, M. Teboulle, S. Ben-Tiba, A logarithmic–quadratic proximal method for variational inequalities, Comput. Optim. Appl. 12 (1999) 31–40], we present a new prediction–correction method for solving the nonlinear complementarity problems. In our method, an intermediate point is produced by approximately solving a nonlinear equation system based on the Logarithmic–Quadratic Proximal method; and the new iterate is obtained by convex combination of the previous point and the one generated by the improved extragradient method at each iteration. The proposed method allows for constant relative errors and this yields a more practical Logarithmic–Quadratic Proximal type method. The global convergence is established under mild conditions. Preliminary numerical results indicate that the method is effective for large-scale nonlinear complementarity problems.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 322, Issue 1, 1 October 2006, Pages 276-287