Modified proximal-point method for nonlinear complementarity problems

Authors:
Muhammad Aslam Noor;Abdellah Bnouhachem
Affiliations:
Department of Mathematics, COMSATS Institute of Information Technology, Islamabad, Pakistan;School of Management Science and Engineering, Nanjing University, Nanjing, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2006

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Abstract

In this paper, we suggest and analyze a new modified proximal-point method for solving nonlinear complementarity problems. Under suitable conditions, we prove that the new method is globally convergent. We report some preliminary computational results to illustrate the efficiency of the proposed method.