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}
}
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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