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A new logarithmic-quadratic proximal method for nonlinear complementarity problems

机译:非线性互补问题的一种新的对数二次逼近方法。

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摘要

In this paper, we propose a new modified logarithmic-quadratic proximal (LQP) method for solving nonlinear complementarity problems (NCP). We suggest using a prediction-correction method to solve NCP. The predictor is obtained via solving the LQP system approximately under significantly relaxed accuracy criterion and the new iterate is computed by using a new step size alpha(k). Under suitable conditions, we prove that the new method is globally convergent. We report preliminary computational results to illustrate the efficiency of the proposed method. This new method can be considered as a significant refinement of the previously known methods for solving nonlinear complementarity problems.
机译:在本文中,我们提出了一种新的改进的对数二次方近邻(LQP)方法,用于解决非线性互补问题(NCP)。我们建议使用预测校正方法来解决NCP。通过大致在宽松的精度准则下求解LQP系统来获得预测变量,并使用新的步长alpha(k)计算新的迭代次数。在适当的条件下,我们证明了该新方法是全局收敛的。我们报告初步的计算结果,以说明所提出的方法的效率。可以将这种新方法视为对解决非线性互补问题的先前已知方法的重大改进。

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