Perturbation Bounds of P-Matrix Linear Complementarity Problems
نویسندگان
چکیده
منابع مشابه
Perturbation Bounds of P-Matrix Linear Complementarity Problems
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 L...
متن کاملExamples of Perturbation Bounds of P-matrix Linear Complementarity Problems1
We use the semi-smooth Newton method [13] to solve (1.8) in [CX] with stop criteria kr(x)k ≤ 10−14 and computer precisionmacheps = 10−16. We report numerical results in Table 1 and Table 2 where the fourth column and the fifth column represent the measure β(M)kMk for the LCP and the upper bounds (4.5), (4.6) of K(M) for the system of (1.8) in [CX], respectively. An exact error k4xk is computed ...
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We give new error bounds for the linear complementarity problem where the involved matrix is a P-matrix. Computation of rigorous error bounds can be turned into a P-matrix linear interval system. Moreover, for the involved matrix being an H-matrix with positive diagonals, an error bound can be found by solving a linear system of equations, which is sharper than the Mathias-Pang error bound. Pre...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2008
ISSN: 1052-6234,1095-7189
DOI: 10.1137/060653019