Global error bound for the generalized linear complementarity problem over a polyhedral cone

H. C. Sun; Y. J. Wang; Liqun Qi

doi:10.1007/s10957-009-9509-4

Global error bound for the generalized linear complementarity problem over a polyhedral cone

H. C. Sun, Y. J. Wang, Liqun Qi

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

25 Citations (Scopus)

Abstract

In this paper, the global error bound estimation for the generalized linear complementarity problem over a polyhedral cone (GLCP) is considered. To obtain a global error bound for the GLCP, we first develop some equivalent reformulations of the problem under milder conditions and then characterize the solution set of the GLCP. Based on this, an easily computable global error bound for the GLCP is established. The results obtained in this paper can be taken as an extension of the existing global error bound for the classical linear complementarity problems.

Original language	English
Pages (from-to)	417-429
Number of pages	13
Journal	Journal of Optimization Theory and Applications
Volume	142
Issue number	2
DOIs	https://doi.org/10.1007/s10957-009-9509-4
Publication status	Published - 1 Jul 2009

Keywords

GLCP
Global error bound
Reformulation
Solution structure

ASJC Scopus subject areas

Applied Mathematics
Control and Optimization
Management Science and Operations Research

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10.1007/s10957-009-9509-4

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KW - Reformulation

KW - Solution structure

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Global error bound for the generalized linear complementarity problem over a polyhedral cone

Abstract

Keywords

ASJC Scopus subject areas

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