Modified LQP Method with a New Search Direction for Nonlinear Complimentarity Problems

Authors

Abdellah Bnouhachem, School of Management Science and Engineering, Nanjing University, Nanjing, 210093, P.R. China.\\ Laboratoire dIngenierie des Systmes et Technologies de lInformation, ENSA, Ibn Zohr University, Agadir, BP 1136, MoroccoFollow
Ali Ou-yassine, Laboratoire dIngenierie des Systmes et Technologies de lInformation, ENSA, Ibn Zohr University, Agadir, BP 1136, MoroccoFollow
Muhammad Aslam Noor, Mathematics Department, COMSATS Institute of Information Technology, Islamabad, Pakistan.Follow
Ghizlane Lakhnati, ENSA, Ibn Zohr University, Agadir, BP 1136, Morocco.Follow

Author Country (or Countries)

Morocco

Abstract

In this paper, we propose a new LQP method for solving nonlinear complementarity problems. The method uses a new descent direction which differs from the other existing LQP methods and another optimal step length is employed to reach substantial progress in each iteration.We prove the global convergence of the proposed method under the same assumptions as in [A. Bnouhachem al., A note on LQP method for nonlinear complimentarity problems. Adv. Model. Optim. 14(1), 269-283 (2012)]. Some preliminary computational results are given to illustrate the efficiency of the proposed method.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/amis/100416

Recommended Citation

Bnouhachem, Abdellah; Ou-yassine, Ali; Aslam Noor, Muhammad; and Lakhnati, Ghizlane (2016) "Modified LQP Method with a New Search Direction for Nonlinear Complimentarity Problems," Applied Mathematics & Information Sciences: Vol. 10: Iss. 4, Article 16.
DOI: http://dx.doi.org/10.18576/amis/100416
Available at: https://digitalcommons.aaru.edu.jo/amis/vol10/iss4/16