You should store the value & href of ul li into an javascript array on page load
& pass this array in autocomplete source
var arr = new Array();
$('ul > li').each(function(){
var temp_obj = {
label:$(this).children('a').attr('href'),
value:$(this).children('a').text().trim()
}
arr.push(temp_obj);
});
//Pass this array in autocomplete source
$('input').autocomplete({
focus: function( event, ui ) {
$( "#your_id" ).val( ui.item.value );
return false;
},
source: arr
});