A New Interior Point Method for Nonlinear Complementarity Problem
نویسندگان
چکیده
In this paper, we present a new method of interior point to solve a class of the nonlinear problem of complementarity inspired from a study introduced by Censor et al. This method is regarded as reduction from the variational inequalities problem to a particular case. Under less restrictive constraints, we are able to generate a sequence of nonnegative elements and we establish the global convergence of the proposed algorithm. The introduction of the functions of Bregman allows us to calculate at each iteration two scalars by solving a suitable system and a nonlinear equation for only one variable. Some preliminary numerical results indicate that this method is completely promising. Mathematics Subject Classifications: 58E35, 90C51, 90C33, 65K05.
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