On Tamir's algorithm for solving the nonlinear complementarity problem

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On the Nonlinear Complementarity Problem

Variational inequality theory besides being elegant, exciting and rich, also provides us a unified and natural framework to study a large class of linear and nonlinear problems arising in mathematical and engineering sciences. Equally important is the area of operations research known as complementarity theory, which has received much attention during the last twenty years. It has been shown by...

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A Min-Max Algorithm for Solving the Linear Complementarity Problem

Abstract The Linear Complementarity Problem ) , ( q M LCP is to find a vector x in n IR satisfying 0  x , 0   q Mx and x T (Mx+q)=0, where M as a matrix and q as a vector, are given data. In this paper we show that the linear complementarity problem is completely equivalent to finding the fixed point of the map x = max (0, (I-M)x-q); to find an approximation solution to the second problem, w...

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A generalized proximal point algorithm for the nonlinear complementarity problem

We consider a generalized proximal point method (GPPA) for solving the nonlinear complementarity problem with monotone operators in R ' \ lt differs from the classical proximal point method discussed by Rockafellar for the problem offinding zeroes of monotone operators in the use of generalized distances, called (p-divergences, instead of the Euclidean one. These distances play not only a regul...

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A Positive Algorithm for the Nonlinear Complementarity Problem

In this paper, the authors describe and establish the convergence of a new iterative method for solving the (nonmonotone) nonlinear complementarity problem (NCP). The method utilizes ideas from two distinct approaches for solving this problem and combines them into one unified framework. One of these is the infeasible-interior-point approach that computes an approximate solution to the NCP by s...

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ژورنال

عنوان ژورنال: PAMM

سال: 2007

ISSN: 1617-7061,1617-7061

DOI: 10.1002/pamm.200700799