A PROXIMAL ALGORITHM WITH VARIABLE METRIC FOR THE P0 COMPLEMENTARITY PROBLEM

We consider a regularization proximal method with variable metric to solve the nonlinear complementarity problem (NCP) for P0-functions. We establish global convergence properties when the solution set is non empty and bounded. Furthermore, we prove, without boundedness of the solution set, that the sequence generated by the algorithm is a minimizing sequence for the implicit … Read more

A new class of proximal algorithms for the nonlinear complementarity problem

In this paper, we consider a variable proximal regularization method for solving the nonlinear complementarity problem for P0 functions. CitationApplied Optimization Series, 96, Optimization and Control With Applications, L. Qi, K. Teo and X. Yang (Eds.), pp 549-561, Springer, 2005.