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

Yun-Bin Zhao (ybzhaoamss.ac.cn)
Duan Li (yzhaofields.utoronto.ca)

Abstract: 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

Keywords:

Category 1: Complementarity and Variational Inequalities

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

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Entry Submitted: 08/30/2002
Entry Accepted: 08/30/2002
Entry Last Modified: 06/27/2005

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