scholarly journals A generalized proximal point algorithm for the nonlinear complementarity problem

1999 ◽  
Vol 33 (4) ◽  
pp. 447-479 ◽  
Author(s):  
Regina S. Burachik ◽  
Alfredo N. Iusem
2013 ◽  
Vol 2013 ◽  
pp. 1-5
Author(s):  
Chai Jun-Feng ◽  
Wang Shu-Yan

A new algorithm is presented for solving the nonlinear complementarity problem by combining the particle swarm and proximal point algorithm, which is called the particle swarm optimization-proximal point algorithm. The algorithm mainly transforms nonlinear complementarity problems into unconstrained optimization problems of smooth functions using the maximum entropy function and then optimizes the problem using the proximal point algorithm as the outer algorithm and particle swarm algorithm as the inner algorithm. The numerical results show that the algorithm has a fast convergence speed and good numerical stability, so it is an effective algorithm for solving nonlinear complementarity problems.


1976 ◽  
Vol 15 (1) ◽  
pp. 141-148 ◽  
Author(s):  
J. Parida ◽  
B. Sahoo

A theorem on the existence of a solution under feasibility assumptions to a convex minimization problem over polyhedral cones in complex space is given by using the fact that the problem of solving a convex minimization program naturally leads to the consideration of the following nonlinear complementarity problem: given g: Cn → Cn, find z such that g(z) ∈ S*, z ∈ S, and Re〈g(z), z〉 = 0, where S is a polyhedral cone and S* its polar.


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