Communications of the
Korean Mathematical Society CKMS

In this paper, we propose a new interior point method for solving nonlinear complementarity problems. In this method, we use a new profitable searching direction and instead of using the logarithmic quadratic term, we use a square root quadratic term. We prove the global convergence of the proposed method under the assumption that $F$ is monotone. Some preliminary computational results are given to illustrate the efficiency of the proposed method.

Keywords: nonlinear complementarity problems, monotone operator, square root quadratic term, interior point method

MSC numbers: Primary 49J40, 65N30