Perturbation bounds of P-matrix linear complementarity problems

Xiaojun Chen, Shuhuang Xiang

Research output: Journal article publicationJournal articleAcademic researchpeer-review

57 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 languageEnglish
Pages (from-to)1250-1265
Number of pages16
JournalSIAM Journal on Optimization
Volume18
Issue number4
DOIs
Publication statusPublished - 1 Dec 2007
Externally publishedYes

Keywords

  • Linear complementarity problems
  • Perturbation bounds
  • Sensitivity

ASJC Scopus subject areas

  • Software
  • Theoretical Computer Science

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