An iterative method for generalized complementarity problems

Given a generalized complementarity problem (i.e., complementarity problem over a cone), Habetler and Price introduced an iterative method to solve it under the conditions that the cone is solid and the function is continuous and strongly copositive on the cone. In this paper, we provide an easier iterative method to solve this problem provided that the function is Lipschitz continuous and strongly monotone on the (maybe nonsolid) cone. A separate consideration is given to polyhedral cones.