Skip to main content
Log in

Error Bounds for Nonlinear Complementarity Problems with Band Structure

  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

In this paper, we consider the nonlinear complementarity problem with band structure. This problem occurs, for example, if certain classes of free boundary problems are discretized. We compute error bounds for the approximate solution of the discretized problems. The error bounds are improved by an iterative method and can be made arbitrarily small. The ideas are illustrated by numerical experiments.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Ferris, M.C., Pang, J.S.: Engineering and economic applications of complementarity problems. SIAM Rev. 39, 669–713 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  2. Facchinei, F., Pang, J.S.: Finite-Dimensional Variational Inequalities and Complementarity Problems. Springer, New York (2003)

    Google Scholar 

  3. Alefeld, G.E., Wang, Z.: Error estimation for nonlinear complementarity problems via linear systems with interval data. Numer. Funct. Anal. Optim. 29, 243–267 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  4. Alefeld, G.E., Wang, Z.: Error bounds for complementarity problems with tridiagonal nonlinear functions. Computing 83, 175–192 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  5. Chen, B.: Error bounds for R0-type and monotone nonlinear complementarity problems. J. Optim. Theory Appl. 108, 297–316 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  6. Chen, X., Xiang, S.: Computation of error bounds for P-matrix linear complementarity problems. Math. Program. 106, 513–525 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  7. Ferris, M.C., Mangasarian, O.L.: Error bounds and strong upper semicontinuity for monotone affine variational inequalities. Ann. Oper. Res. 47, 293–305 (1993)

    Article  MathSciNet  Google Scholar 

  8. Mangasarian, O.L., Ren, J.: New improved error bounds for the linear complementarity problem. Math. Program. 66, 241–257 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  9. Mathias, R., Pang, J.S.: Error bounds for the linear complementarity problem with a P-matrix. Linear Algebra Appl. 132, 123–136 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  10. Pang, J.S.: Error bounds in mathematical programming. Math. Program. 79, 199–332 (1997)

    Google Scholar 

  11. Alefeld, G.E., Chen, X., Potra, F.A.: Validation of solution to linear complementarity problems. Numer. Math. 83, 1–23 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  12. Alefeld, G.E., Chen, X., Potra, F.A.: Numerical validation of solutions of complementarity problems: the nonlinear case. Numer. Math. 92, 1–16 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  13. Alefeld, G.E., Wang, Z.: Verification of solutions for almost linear complementarity problems. Ann. Eur. Acad. Sci. (2005)

  14. Collatz, L.: The Numerical Treatment of Differential Equations. Springer, Berlin (1966), 2nd Printing of the 3rd edn.

    Google Scholar 

  15. Alefeld, G.E., Mayer, G.: Interval analysis: theory and applications. J. Comput. Appl. Math. 121, 421–464 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  16. Neumaier, A.: Interval Methods for Systems of Equations. Cambridge University Press, Cambridge (1990)

    MATH  Google Scholar 

  17. Alefeld, G.E., Wang, Z., Shen, Z.: Enclosing solutions of linear complementarity problems for H-matrices. Reliab. Comput. 10, 423–435 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  18. Alefeld, G.E., Schäfer, U.: Iterative methods for linear complementarity problems with interval data. Computing 70, 235–259 (2003)

    MathSciNet  MATH  Google Scholar 

  19. Varga, R.S.: Matrix Iterative Analysis. Prentice Hall, Englewood Cliffs (1962)

    Google Scholar 

  20. Wang, Z.: Validation and enclosure of solutions of linear complementarity problems. Computing 79, 61–77 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  21. Ryoo, C.S., Nakao, M.T.: Numerical verification of solutions for variational inequalities. Numer. Math. 81, 305–320 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  22. Rump, S.M.: INTLAB-INTerval LABoratory. In: Csendes, T. (ed.) Developments in Reliable Computing, pp. 77–104. Kluwer Academic, Dordrecht (1999)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Zhengyu Wang.

Additional information

Communicated by F. Potra.

The work of the second author was supported in part by a grant from the State of Baden-Württemberg. The second author would also like to thank Prof. Dr. Egle and Prof. Dr. Alefeld, for their kind support.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Alefeld, G., Wang, Z. Error Bounds for Nonlinear Complementarity Problems with Band Structure. J Optim Theory Appl 150, 33–51 (2011). https://doi.org/10.1007/s10957-011-9821-7

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10957-011-9821-7

Keywords

Navigation