Global error bounds for the extended vertical LCP

Chao Zhang, Xiaojun Chen, Naihua Xiu

Research output: Journal article publicationJournal articleAcademic researchpeer-review

2 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 languageEnglish
Pages (from-to)335-352
Number of pages18
JournalComputational Optimization and Applications
Volume42
Issue number3
DOIs
Publication statusPublished - 1 Jan 2009
Externally publishedYes

Keywords

  • Extended vertical LCP
  • Global error bound
  • Row W-property

ASJC Scopus subject areas

  • Applied Mathematics
  • Computational Mathematics
  • Control and Optimization

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