Commun. Korean Math. Soc. 2019; 34(2): 671-684
Online first article October 18, 2018 Printed April 30, 2019
https://doi.org/10.4134/CKMS.c180109
Copyright © The Korean Mathematical Society.
Abdellah Bnouhachem, Ali Ou-yassine
Ibn Zohr University; Faculte Polydisciplinaire Ouarzazate, BP 638
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: nonlinear complementarity problems, monotone operator, square root quadratic term, interior point method
MSC numbers: Primary 49J40, 65N30
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