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A PROXIMAL ALGORITHM WITH VARIABLE METRIC FOR THE P0 COMPLEMENTARITY PROBLEM

G. J. P. Da Silva (geci***at***mat.ufg.br)
P. R. Oliveira (poliveir***at***cos.ufrj.br)

Abstract: 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 Lagrangian function, as defined by Mangasarian and Solodov.Those results are tronger than the presented in a previous paper.

Keywords: Nonlinear complementarity problem, P0 function, proximal regularization

Category 1: Complementarity and Variational Inequalities

Citation: TR ES 683/05, PESC/COPPE/UFRJ, Rio de Janeiro, BR, 05/2005

Download: [Postscript][PDF]

Entry Submitted: 06/09/2005
Entry Accepted: 06/09/2005
Entry Last Modified: 06/09/2005

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