A New Type of Solution Method for the Generalized Complementarity Problem Over a Polyhedral Cone

摘要

In this paper, we propose a new type of solution method for the generalized complementarity problem over a polyhedral cone (GCP). The method ensures that the corrector step sizes have a uniformly positive bound from below. Under mild conditions, we prove its global convergence. Under the Lipschitz continuity and g - strong monotonicity of the underlying mapping, we give the global error bound for GCP, and prove that the predictor step sizes have a uniformly positive bound from below, and finally by virtue of the global error bound, we prove that the proposed method has a R-linear convergence rate.