Preprint A759/2015
A proximal method with logarithmic barrier for nonlinear complementarity problems
Alfredo Noel Iusem | Rolando Gárciga Otero
Keywords: proximal method | logarithmic barrier | nonlinear complementarity problem

We study the proximal method with the regularized logarithmic barrier, originally stated by Attouch and Teboulle for positively constrained optimization problems, in the more general context of nonlinear complementarity problems with monotone operators. We consider two sequence generated by the method. We prove that one of them, called the ergodic sequence, is globally convergent to the solution set of the problem, assuming just monotonicity of the operator and existence of solutions; for convergence of the other one, called the proximal sequence, we demand some stronger property, like paramonotonicity of the operator or the so called cut property" of the problem.

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