Perturbation bounds of P-matrix linear complementarity problems

Xiaojun Chen; Shuhuang Xiang

doi:10.1137/060653019

Perturbation bounds of P-matrix linear complementarity problems

Xiaojun Chen, Shuhuang Xiang

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

78 Citations (Scopus)

Abstract

We define a new fundamental constant associated with a P-matrix and show that this constant has various useful properties for the P-matrix linear complementarity problems (LCP). In particular, this constant is sharper than the Mathias-Pang constant in deriving perturbation bounds for the P-matrix LCP. Moreover, this new constant defines a measure of sensitivity of the solution of the P-matrix LCP. We examine how perturbations in the data affect the solution of the LCP and efficiency of Newton-type methods for solving the LCP.

Original language	English
Pages (from-to)	1250-1265
Number of pages	16
Journal	SIAM Journal on Optimization
Volume	18
Issue number	4
DOIs	https://doi.org/10.1137/060653019
Publication status	Published - 1 Dec 2007
Externally published	Yes

Keywords

Linear complementarity problems
Perturbation bounds
Sensitivity

ASJC Scopus subject areas

Software
Theoretical Computer Science

More information

10.1137/060653019

Cite this

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Perturbation bounds of P-matrix linear complementarity problems

Abstract

Keywords

ASJC Scopus subject areas

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