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Particle Swarm Optimization-Proximal Point Algorithm for Nonlinear Complementarity Problems

Author

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  • Chai Jun-Feng
  • Wang Shu-Yan

Abstract

A new algorithm is presented for solving the nonlinear complementarity problem by combining the particle swarm and proximal point algorithm, which is called the particle swarm optimization-proximal point algorithm. The algorithm mainly transforms nonlinear complementarity problems into unconstrained optimization problems of smooth functions using the maximum entropy function and then optimizes the problem using the proximal point algorithm as the outer algorithm and particle swarm algorithm as the inner algorithm. The numerical results show that the algorithm has a fast convergence speed and good numerical stability, so it is an effective algorithm for solving nonlinear complementarity problems.

Suggested Citation

  • Chai Jun-Feng & Wang Shu-Yan, 2013. "Particle Swarm Optimization-Proximal Point Algorithm for Nonlinear Complementarity Problems," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-5, December.
    • Handle: RePEc:hin:jnlmpe:808965
    DOI: 10.1155/2013/808965
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