A new path-following algorithm for nonlinear P_* complementarity problems

  • Duan Li
  • Yun-Bin Zhao
    • Categories Complementarity and Variational Inequalities Short URL: https://optimization-online.org/?p=9270

    Inspired by the recent theoretical results of Zhao and Li [{\em Math. Oper. Res.,} 26 (2001), pp. 119-146], we present in this paper a new path-following method for nonlinear P$_*$ complementarity problems. Different from most existing interior-point algorithms that are based on the central path, this algorithm is to track the newly defined ``regularized central path

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    Technical report, Department of SEEM, Chinese University of Hong Kong, Shatin, NT, Hong Kong, 2002

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