Modified LQP Method with a New Search Direction for Nonlinear Complimentarity Problems

In this paper, we propose a new LQP method for solving nonlinear complementarity problems. The method uses a new descent direction which differs from the other existing LQP methods and another optimal step length is employed to reach substantial progress in each iteration.We prove the global convergence of the proposed method under the same assumptions as in [A. Bnouhachem al., A note on LQP method for nonlinear complimentarity problems. Adv. Model. Optim. 14(1), 269-283 (2012)]. Some preliminary computational results are given to illustrate the efficiency of the proposed method