The auxiliary principle technique is extended to study a class of generalized strongly nonlinear mixed variational-like inequalities for set-valued mappings without compact values. Firstly, the existence of solutions to the auxiliary problems for this class of generalized strongly nonlinear mixed variational-like inequalities is shown. Secondly, the iterative algorithm for solving this class of generalized strongly nonlinear mixed variational-like inequalities is given by using this existence result. Finally, not only the existence of solutions of this class of generalized strongly nonlinear mixed variational-like inequalities is shown, but also the convergence of iterative sequences generated by the algorithm is proven.