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Componentwise error bounds for linear complementarity problems. (English) Zbl 1209.90331

Summary: Componentwise error bounds for linear complementarity problems are presented. For a 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 X. Chen and S. Xiang [Math. Program. 106, No. 3 (A), 513–525 (2006; Zbl 1134.90043)]. Numerical results show that the new bound is often much better than previous ones.

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Citations:

Zbl 1134.90043
Full Text: DOI