A proximal method with logarithmic barrier for nonlinear complementarity problems

被引:4
|
作者
Otero, Rolando Garciga [1 ]
Iusem, Alfredo [2 ]
机构
[1] Univ Fed Rio de Janeiro, Inst Econ, Ave Pasteur 250, Rio De Janeiro, RJ, Brazil
[2] Inst Matematica Pura & Aplicada, Estrada Dona Castorina 110, BR-22460320 Rio De Janeiro, RJ, Brazil
关键词
Nonlinear complementarity problems; Interior point methods; Logarithmic barrier; Proximal methods; Cut property; Monotonicity; Pseudomonotonicity; MONOTONE-OPERATORS; MINIMIZATION ALGORITHM; CONVERGENCE RATE; POINT METHODS; CONVEX; ENTROPY;
D O I
10.1007/s10898-015-0266-7
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We study the proximal method with the regularized logarithmic barrier, originally stated by Attouch and Teboulle for positively constrained optimization problems, in the more general context of nonlinear complementarity problems with monotone operators. We consider two sequences generated by the method. We prove that one of them, called the ergodic sequence, is globally convergent to the solution set of the problem, assuming just monotonicity of the operator and existence of solutions; for convergence of the other one, called the proximal sequence, we demand some stronger property, like paramonotonicity of the operator or the so called "cut property" of the problem.
引用
收藏
页码:663 / 678
页数:16
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