Perturbation Bounds of P-Matrix Linear Complementarity Problems
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 18 شماره
صفحات -
تاریخ انتشار 2007