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A new predicto-corrector method for pseudomonotone nonlinear complementarity problems
Abstract:Based on the Logarithmic-Quadratic Proximal (LQP) method 2 Auslender, A., Teboulle, M. and Ben-Tiba, S. 1999. A logarithmic-quadratic proximal method for variational inequalities. Comput. Optim. Appl., 12: 3140. [Crossref], [Web of Science ®] [Google Scholar], 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
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