Computation of error bounds for P-matrix linear complementarity problems

Xiaojun Chen; Shuhuang Xiang

doi:10.1007/s10107-005-0645-9

Computation of error bounds for P-matrix linear complementarity problems

Xiaojun Chen, Shuhuang Xiang

Research output: Journal article publication › Journal article › Academic research › peer-review

120 Citations (Scopus)

Abstract

We give new error bounds for the linear complementarity problem where the involved matrix is a P-matrix. Computation of rigorous error bounds can be turned into a P-matrix linear interval system. Moreover, for the involved matrix being an H-matrix with positive diagonals, an error bound can be found by solving a linear system of equations, which is sharper than the Mathias-Pang error bound. Preliminary numerical results show that the proposed error bound is efficient for verifying accuracy of approximate solutions.

Original language	English
Pages (from-to)	513-525
Number of pages	13
Journal	Mathematical Programming
Volume	106
Issue number	3
DOIs	https://doi.org/10.1007/s10107-005-0645-9
Publication status	Published - 1 Jul 2006
Externally published	Yes

Keywords

Accuracy
Error bounds
Linear complementarity problems

ASJC Scopus subject areas

Applied Mathematics
General Mathematics
Safety, Risk, Reliability and Quality
Management Science and Operations Research
Software
Computer Graphics and Computer-Aided Design
General Computer Science

More information

10.1007/s10107-005-0645-9

Cite this

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Computation of error bounds for P-matrix linear complementarity problems

Abstract

Keywords

ASJC Scopus subject areas

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