Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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SQUARE QUADRATIC PROXIMAL METHOD FOR NONLINEAR COMPLIMENTARITY PROBLEMS

  • Received : 2018.03.19
  • Accepted : 2018.08.29
  • Published : 2019.04.30
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Abstract

In this paper, we propose a new interior point method for solving nonlinear complementarity problems. In this method, we use a new profitable searching direction and instead of using the logarithmic quadratic term, we use a square root quadratic term. We prove the global convergence of the proposed method under the assumption that F is monotone. Some preliminary computational results are given to illustrate the efficiency of the proposed method.

Keywords

DBSHCJ_2019_v34n2_671_f0001.png 이미지

FIGURE 1. The network used for the numerical test.

TABLE 1. The free-flow cost and the designed capacity of links in (38)

DBSHCJ_2019_v34n2_671_t0001.png 이미지

TABLE 2. The O/D pairs and the coefficient m and q in (39)

DBSHCJ_2019_v34n2_671_t0002.png 이미지

TABLE 3. Numerical results for different ε

DBSHCJ_2019_v34n2_671_t0003.png 이미지

TABLE 4. The optimal path follow

DBSHCJ_2019_v34n2_671_t0004.png 이미지

TABLE 5. The optimal link flow

DBSHCJ_2019_v34n2_671_t0005.png 이미지

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