A new predicto-corrector method for pseudomonotone nonlinear complementarity problems

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.

Keywords:

• Variational inequality
• pseudomonotone operator
• logarithmic-quadratic proximal method

2000 AMS Subject Classification :

• 90C33

Acknowledgements

This research is supported by the Higher Education Commission, Pakistan, through grant No: 1-28/HEC/HRD/2005/90.

Additional information

Notes on contributors

Abdellah Bnouhachem

This author was supported by China Postdoctoral Science Foundation grant No. 20060390915 and by National Key Technology R&D programme 2006BAHO2A06