A new predicto-corrector method for pseudomonotone nonlinear complementarity problems

Authors:
Abdellah Bnouhachem;Muhammad Aslam Noor
Affiliations:
School of Management Science and Engineering, Nanjing University, Nanjing, P.R. China;Mathematics Department, COMSATS Institute of Information Technology, Islamabad, Pakistan
Venue:
International Journal of Computer Mathematics
Year:
2008

Citing 9
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Abstract

Based on the Logarithmic-Quadratic Proximal (LQP) method 2, we propose a new prediction-correction method for nonlinear complementarity problem (NCP). We obtain the predictor through a simplified inexact logarithmic-quadratic proximal method under a relaxed inexact criterion. The corrector is obtained by the improved extragradient method. Under certain conditions, the global convergence of the proposed method is proved. Preliminary numerical results indicate the efficiency of the proposed method.