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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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