Frontiers of Mathematics in China >

2010 , Vol. 5 >Issue 1: 23 - 35

DOI: https://doi.org/10.1007/s11464-009-0046-0

Research articles

An improved LQP-based method for solving nonlinear complementarity problems

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  • 1.School of Economics and Management, Southeast University, Nanjing 210096, China; 2.Department of Mathematics, Hong Kong Baptist University, Hong Kong, China;

Published date: 05 Mar 2010

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Abstract

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.

Key words： Logarithmic-quadratic proximal method; nonlinear complementarity problems; prediction-correction; step-size

Cite this article

Min LI, Xiao-Ming YUAN, . An improved LQP-based method for solving nonlinear complementarity problems[J]. Frontiers of Mathematics in China, 2010 , 5(1) : 23 -35 . DOI: 10.1007/s11464-009-0046-0

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