Proximal point algorithm for nonlinear complementarity problem based on the generalized Fischer-Burmeister merit function
@inproceedings{Chang2012ProximalPA, title={Proximal point algorithm for nonlinear complementarity problem based on the generalized Fischer-Burmeister merit function}, author={Yu Lin Chang and J. S. Chen and Jia Wu}, year={2012} }
- Published 2012
DOI:10.3934/jimo.2013.9.153
This paper is devoted to the study of the proximal point algorithm for
solving monotone and nonmonotone nonlinear complementarity problems.
The proximal point algorithm is to generate a sequence by solving
subproblems that are regularizations of the original problem. After
given an appropriate criterion for approximate solutions of subproblems
by adopting a merit function, the proximal point algorithm is verified
to have global and superlinear convergence properties. For the purpose… CONTINUE READING
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