Predictor-corrector method for nonlinear complementarity problem

Zhiquan Luo, Shiquan Wu, Yinyu Ye

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


Recently, Ye et al. proved that the predictor-corrector method proposed by Mizuno et al. maintains O(√n L)-iteration complexity while exhibiting the quadratic convergence of the dual gap to zero under very mild conditions. This impressive result becomes the best-known in the interior point methods. In this paper, we modify the predictor-corrector method and then extend it to solving the nonlinear complementarity problem. We prove that the new method has a (√n log(1/ε))-iteration complexity while maintaining the quadratic asymptotic convergence.

Original languageEnglish (US)
Pages (from-to)321-328
Number of pages8
JournalActa Mathematicae Applicatae Sinica
Issue number3
StatePublished - 1997


  • Complexity
  • Interior point method
  • Monotone mapping
  • Nonlinear complementarity problem
  • Quadratic convergence


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