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 |
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Pages (from-to) | 513-525 |
Number of pages | 13 |
Journal | Mathematical Programming |
Volume | 106 |
Issue number | 3 |
DOIs | |
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