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Article: LQP based interior prediction-correction method for nonlinear complementarity problems

TitleLQP based interior prediction-correction method for nonlinear complementarity problems
Authors
KeywordsLogarithmic-Quadratic proximal method
Inexact criterion
Nonlinear complementarity problems
Prediction-correction
Issue Date2006
Citation
Journal of Computational Mathematics, 2006, v. 24, n. 1, p. 33-44 How to Cite?
AbstractTo solve nonlinear complementarity problems (NCP), at each iteration, the classical proximal point algorithm solves a well-conditioned sub-NCP while the Logarithmic-Quadratic Proximal (LQP) method solves a system of nonlinear equations (LQP system). This paper presents a practical LQP method-based prediction-correction method for NCP. The predictor is obtained via solving the LQP system approximately under significantly relaxed restriction, and the new iterate (the corrector) is computed directly by an explicit formula derived from the original LQP method. The implementations are very easy to be carried out. Global convergence of the method is proved under the same mild assumptions as the original LQP method. Finally, numerical results for traffic equilibrium problems are provided to verify that the method is effective for some practical problems.
Persistent Identifierhttp://hdl.handle.net/10722/250906
ISSN
2020 Impact Factor: 1.021
2020 SCImago Journal Rankings: 0.559

 

DC FieldValueLanguage
dc.contributor.authorHe, Bing Sheng-
dc.contributor.authorLiao, Li Zhi-
dc.contributor.authorYuan, Xiao Ming-
dc.date.accessioned2018-02-01T01:54:02Z-
dc.date.available2018-02-01T01:54:02Z-
dc.date.issued2006-
dc.identifier.citationJournal of Computational Mathematics, 2006, v. 24, n. 1, p. 33-44-
dc.identifier.issn0254-9409-
dc.identifier.urihttp://hdl.handle.net/10722/250906-
dc.description.abstractTo solve nonlinear complementarity problems (NCP), at each iteration, the classical proximal point algorithm solves a well-conditioned sub-NCP while the Logarithmic-Quadratic Proximal (LQP) method solves a system of nonlinear equations (LQP system). This paper presents a practical LQP method-based prediction-correction method for NCP. The predictor is obtained via solving the LQP system approximately under significantly relaxed restriction, and the new iterate (the corrector) is computed directly by an explicit formula derived from the original LQP method. The implementations are very easy to be carried out. Global convergence of the method is proved under the same mild assumptions as the original LQP method. Finally, numerical results for traffic equilibrium problems are provided to verify that the method is effective for some practical problems.-
dc.languageeng-
dc.relation.ispartofJournal of Computational Mathematics-
dc.subjectLogarithmic-Quadratic proximal method-
dc.subjectInexact criterion-
dc.subjectNonlinear complementarity problems-
dc.subjectPrediction-correction-
dc.titleLQP based interior prediction-correction method for nonlinear complementarity problems-
dc.typeArticle-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.scopuseid_2-s2.0-33644639776-
dc.identifier.volume24-
dc.identifier.issue1-
dc.identifier.spage33-
dc.identifier.epage44-
dc.identifier.issnl0254-9409-

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