A generalized proximal point algorithm for the nonlinear complementarity problem
A generalized proximal point algorithm for the nonlinear complementarity problem
We consider a generalized proximal point method (GPPA) for solving the nonlinear complementarity problem with monotone operators in . It differs from the classical proximal point method discussed by Rockafellar for the problem of finding zeroes of monotone operators in the use of generalized distances, called -divergences, instead of the Euclidean one. These distances play not only a regularization role but also a penalization one, forcing the sequence generated by the method to remain in the interior...
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