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Extended LQP Method for Monotone Nonlinear Complementarity Problems

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Abstract

To solve nonlinear complementarity problems (NCP), the logarithmic-quadratic proximal (LQP) method solves a system of nonlinear equations at each iteration. In this paper, the iterates generated by the original LQP method are extended by explicit formulas and thus an extended LQP method is presented. It is proved theoretically that the lower bound of the progress obtained by the extended LQP method is greater than that by the original LQP method. Preliminary numerical results are provided to verify the theoretical assertions and the effectiveness of both the original and the extended LQP method.

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Authors and Affiliations

  1. School of Management Science and Engineering, Nanjing University, Nanjing, 210093, China

    A. Bnouhachem

  2. Department of Management Science, Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai, 200052, China

    X. M. Yuan

Authors
  1. A. Bnouhachem
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  2. X. M. Yuan
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Correspondence to X. M. Yuan.

Additional information

Communicated by S. Schaible.

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Bnouhachem, A., Yuan, X.M. Extended LQP Method for Monotone Nonlinear Complementarity Problems. J Optim Theory Appl 135, 343–353 (2007). https://doi.org/10.1007/s10957-007-9287-9

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  • DOI: https://doi.org/10.1007/s10957-007-9287-9

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