SQUARE QUADRATIC PROXIMAL METHOD FOR NONLINEAR COMPLIMENTARITY PROBLEMS

摘要

In this paper, we propose a new interior point method for solving nonlinear complementarity problems. In this method, we use a new profitable searching direction and instead of using the logarithmic quadratic term, we use a square root quadratic term. We prove the global convergence of the proposed method under the assumption that F is monotone. Some preliminary computational results are given to illustrate the eficiency of the proposed method.