New inexact implicit method for general mixed quasi variational inequalities

In this paper, we suggest and analyze a new self-adaptive inexact implicit method with a variable parameter for general mixed quasi variational inequalities, where the skew-symmetry of the nonlinear bifunction plays a crucial part in the convergence analysis of this method. We use a self-adaptive technique to adjust parameter ρ at each iteration. The global convergence of the proposed method is proved under some mild conditions. Preliminary numerical results indicate that the self-adaptive adjustment rule is necessary in practice. Muhammad Aslam Noor is supported by the Higher Education Commission, Pakistan, through research grant No: 1-28/HEC/HRD/2005/90.