Global error bounds for the extended vertical LCP

Chao Zhang; Xiaojun Chen; Naihua Xiu

doi:10.1007/s10589-007-9134-9

Global error bounds for the extended vertical LCP

Chao Zhang, Xiaojun Chen, Naihua Xiu

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

10 Citations (Scopus)

Abstract

A new necessary and sufficient condition for the row W-property is given. By using this new condition and a special row rearrangement, we provide two global error bounds for the extended vertical linear complementarity problem under the row W-property, which extend the error bounds given in Chen and Xiang (Math. Program. 106:513-525, 2006) and Mathias and Pang (Linear Algebra Appl. 132:123-136, 1990) for the P-matrix linear complementarity problem, respectively. We show that one of the new error bounds is sharper than the other, and it can be computed easily for some special class of the row W-property block matrix. Numerical examples are given to illustrate the error bounds.

Original language	English
Pages (from-to)	335-352
Number of pages	18
Journal	Computational Optimization and Applications
Volume	42
Issue number	3
DOIs	https://doi.org/10.1007/s10589-007-9134-9
Publication status	Published - 1 Jan 2009
Externally published	Yes

Keywords

Extended vertical LCP
Global error bound
Row W-property

ASJC Scopus subject areas

Applied Mathematics
Computational Mathematics
Control and Optimization

More information

10.1007/s10589-007-9134-9

Cite this

@article{58ad5fead20a41daa6883b957e888a30,

title = "Global error bounds for the extended vertical LCP",

abstract = "A new necessary and sufficient condition for the row W-property is given. By using this new condition and a special row rearrangement, we provide two global error bounds for the extended vertical linear complementarity problem under the row W-property, which extend the error bounds given in Chen and Xiang (Math. Program. 106:513-525, 2006) and Mathias and Pang (Linear Algebra Appl. 132:123-136, 1990) for the P-matrix linear complementarity problem, respectively. We show that one of the new error bounds is sharper than the other, and it can be computed easily for some special class of the row W-property block matrix. Numerical examples are given to illustrate the error bounds.",

keywords = "Extended vertical LCP, Global error bound, Row W-property",

author = "Chao Zhang and Xiaojun Chen and Naihua Xiu",

year = "2009",

month = jan,

day = "1",

doi = "10.1007/s10589-007-9134-9",

language = "English",

volume = "42",

pages = "335--352",

journal = "Computational Optimization and Applications",

issn = "0926-6003",

publisher = "Springer Netherlands",

number = "3",

}

TY - JOUR

T1 - Global error bounds for the extended vertical LCP

AU - Zhang, Chao

AU - Chen, Xiaojun

AU - Xiu, Naihua

PY - 2009/1/1

Y1 - 2009/1/1

N2 - A new necessary and sufficient condition for the row W-property is given. By using this new condition and a special row rearrangement, we provide two global error bounds for the extended vertical linear complementarity problem under the row W-property, which extend the error bounds given in Chen and Xiang (Math. Program. 106:513-525, 2006) and Mathias and Pang (Linear Algebra Appl. 132:123-136, 1990) for the P-matrix linear complementarity problem, respectively. We show that one of the new error bounds is sharper than the other, and it can be computed easily for some special class of the row W-property block matrix. Numerical examples are given to illustrate the error bounds.

AB - A new necessary and sufficient condition for the row W-property is given. By using this new condition and a special row rearrangement, we provide two global error bounds for the extended vertical linear complementarity problem under the row W-property, which extend the error bounds given in Chen and Xiang (Math. Program. 106:513-525, 2006) and Mathias and Pang (Linear Algebra Appl. 132:123-136, 1990) for the P-matrix linear complementarity problem, respectively. We show that one of the new error bounds is sharper than the other, and it can be computed easily for some special class of the row W-property block matrix. Numerical examples are given to illustrate the error bounds.

KW - Extended vertical LCP

KW - Global error bound

KW - Row W-property

UR - http://www.scopus.com/inward/record.url?scp=72449203280&partnerID=8YFLogxK

U2 - 10.1007/s10589-007-9134-9

DO - 10.1007/s10589-007-9134-9

M3 - Journal article

SN - 0926-6003

VL - 42

SP - 335

EP - 352

JO - Computational Optimization and Applications

JF - Computational Optimization and Applications

IS - 3

ER -

Global error bounds for the extended vertical LCP

Abstract

Keywords

ASJC Scopus subject areas

More information

Other files and links

Fingerprint

Cite this