NEW IMPROVED ERROR-BOUNDS FOR THE LINEAR COMPLEMENTARITY-PROBLEM

被引：67

作者：

MANGASARIAN, OL

REN, J

机构：

[1] Computer Sciences Department, University of Wisconsin, Madison, 53706, WI

来源：

MATHEMATICAL PROGRAMMING | 1994年 / 66卷 / 02期

关键词：

LINEAR COMPLEMENTARITY; ERROR BOUNDS;

D O I：

10.1007/BF01581148

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

New local and global error bounds are given for both nonmonotone and monotone linear complementarity problems. Comparisons of various residuals used in these error bounds are given. A possible candidate for a ''best'' error bound emerges from our comparisons as the sum of two natural residuals.

引用

页码：241 / 255

页数：15

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