OPTIMIZATION BASED GLOBALLY CONVERGENT METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM

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概要

• 論文の詳細を見る

• The nonlinear complementarity problem has been used to study and formulate various equilibrium problems including the traffic equilibrium problem, the spatial equilibrium problem and the Nash equilibrium problem. To solve the nonlinear complementarity problem, various iterative methods such as projection methods, linearized methods and Newton method have been proposed and their convergence results have been established. In this paper, we propose globally convergent methods based on differentiable optimization formulation of the problem. The methods are applications of a recently proposed method for solving variational inequality problems, but they take full advantage of the special structure of nonlinear complementarity problem. We establish global convergence of the proposed methods, which is a refinement of the results obtained for variational inequality counterparts. Some computational experience indicates that the proposed methods are practically efficient.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Fukushima Masao

  Graduate School Of Information Science Advanced Institute Of Science And Technology Nara

• Taji Kouichi

  Graduate School Of Information Science Advanced Institute Of Science And Technology Nara

関連論文

• A PRACTICAL APPROACH TO DECOMPOSABLE NONLINEAR PROGRAMMING PROBLEMS
• OPTIMIZATION BASED GLOBALLY CONVERGENT METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM
• PRIMAL-DUAL PROXIMAL POINT ALGORITHM FOR MULTICOMMODITY NETWORK FLOW PROBLEMS

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