Abstract
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. Preliminary numerical results show that the proposed error bound is efficient for verifying accuracy of approximate solutions.
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This work is partly supported by a Grant-in-Aid from Japan Society for the Promotion of Science.
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Chen, X., Xiang, S. Computation of Error Bounds for P-matrix Linear Complementarity Problems. Math. Program. 106, 513–525 (2006). https://doi.org/10.1007/s10107-005-0645-9
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DOI: https://doi.org/10.1007/s10107-005-0645-9