A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions

@article{Dan2002ASC,
  title={A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions},
  author={Hiroshige Dan and Nobuo Yamashita and Masao Fukushima},
  journal={Math. Oper. Res.},
  year={2002},
  volume={27},
  pages={743-753}
}
The purpose of this paper is to present an algorithm for solving the monotone nonlinear complementarity problem (NCP) that enjoys superlinear convergence in a genuine sense without the uniqueness and nondegeneracy conditions. Recently, Yamashita and Fukushima (2001) proposed a method based on the proximal point algorithm (PPA) for monotone NCP. The method has the favorable property that a generated sequence converges to the solution set of NCP superlinearly. However, when a generated sequence… CONTINUE READING