An interior proximal point algorithm for nonlinear complementarity problems

In this paper, we propose a new method for solving nonlinear complementarity problems (NCP), where the underlying function FF is pseudomonotone and continuous. The method can be viewed as an extension of the method of Noor and Bnouhachem (2006) [13], by performing an additional projection step at each iteration and another optimal step length is employed to reach substantial progress in each iteration. We prove the global convergence of the proposed method under some suitable conditions. Some numerical results are given to illustrate the efficiency and the implementation of the new proposed method.