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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 Rn. 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 φ-divergences, instead of the …