Componentwise error bounds for linear complementarity problems

被引：8

作者：

Wang, Zhengyu ^{[1
,2
]}

Yuan, Ya-Xiang ^{[3
]}

机构：

[1] Nanjing Univ, Dept Math, Nanjing 210093, Peoples R China

[2] Univ Karlsruhe, Karlsruhe Inst Technol, Inst Appl & Numer Math, D-76128 Karlsruhe, Germany

[3] Chinese Acad Sci, Acad Math & Syst Sci, Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China

来源：

IMA JOURNAL OF NUMERICAL ANALYSIS | 2011年 / 31卷 / 01期

基金：

中国国家自然科学基金;

关键词：

error bound; linear complementarity problem; convex quadratic programming; P-MATRIX;

D O I：

10.1093/imanum/drp026

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Componentwise error bounds for linear complementarity problems are presented. For the problem with an H-matrix the error bound can be computed by solving a system of linear equations. It is proved that our error bound is more accurate than that obtained recently by Chen & Xiang (2006, Math. Prog., Ser. A, 106, 513-525). Numerical results show that the new bound is often much better than previous ones.

引用

页码：348 / 357

页数：10

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