Abstract
In this paper, we discuss the perturbation analysis of the extended vertical linear complementarity problem (EVLCP). Under the assumption of the row \({\mathcal {W}}\)-property, we derive several absolute and relative perturbation bounds of EVLCP, which extend some existing results. Several numerical examples are given to show the proposed bounds.
Similar content being viewed by others
References
Cottle, R.W., Pang, J.-S., Stone, R.E.: The Linear Complementarity Problem. Academic, San Diego (1992)
Murty, K.G.: Linear Complementarity. Linear and Nonlinear Programming. Heldermann, Berlin (1988)
Cottle, R.W., Dantzig, G.B.: A generalization of the linear complementarity problem. J. Combin. Theory 8, 79–90 (1970)
Zhang, C., Chen, X.-J., Xiu, N.-H.: Global error bounds for the extended vertical LCP. Comput. Optim. Appl. 42, 335–352 (2009)
Mathias, R., Pang, J.-S.: Error bounds for the linear complementarity problem with a P-matrix. Linear Algebra Appl. 132, 123–136 (1990)
Chen, X.-J., Xiang, S.-H.: Perturbation bounds of P-matrix linear complementarity problems. SIAM J. Optim. 18, 1250–1265 (2007)
Ebiefung, A.A., Kostreva, M.M.: The generalized Leontief input-output model and its application to the choice of the new technology. Ann. Oper. Res. 44, 161–172 (1993)
Fujisawa, T., Kuh, E.S.: Piecewise-linear theory of nonlinear networks. SIAM J. Appl. Math. 22, 307–328 (1972)
Goeleven, D.: A uniqueness theorem for the generalized-order linear complementary problem associated with M-matrices. Linear Algebra Appl. 235, 221–227 (1996)
Gowda, M.S.: On the extended linear complementarity problem. Math. Program. 72, 33–50 (1996)
Gowda, M.S., Sznajder, R.: A generalization of the Nash equilibrium theorem on bimatrix games. Int. J. Game Theory 25, 1–12 (1996)
Gowda, M.S., Sznajder, R.: The generalized order linear complementarity problem. SIAM J. Matrix Anal. Appl. 15, 779–795 (1994)
Habetler, G.J., Haddad, G.N.: Global stability of a two-species piecewise linear Volterra ecosystem. Appl. Math. Lett. 5, 25–28 (1992)
Mezzadri, F., Galligani, E.: Projected splitting methods for vertical linear complementarity problems. J. Optim. Theory Appl. 193, 598–620 (2022)
Oh, K.P.: The formulation of the mixed lubrication problem as a generalized nonlinear complementarity problem. J. Tribol. 108, 598–604 (1986)
Qi, H.-D., Liao, L.-Z.: A smoothing Newton method for extended vertical linear complementarity problems. SIAM J. Matrix Anal. Appl. 21(1), 45–66 (1999)
Sun, M.: Monotonicity of Mangasarian’s iterative algorithm for generalized linear complementarity problems. J. Math. Anal. Appl. 144, 474–485 (1989)
Zabaljauregui, D.: A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games. Appl. Math. Optim. 84, 1751–1790 (2021)
Zhou, S.-Z., Zou, Z.-Y.: A new iterative method for discrete HJB equations. Numer. Math. 111, 159–167 (2008)
Berman, A., Plemmons, R.J.: Nonnegative Matrices in the Mathematical Sciences. Academic, New York (1979)
Clarke, F.H.: Optimization and Nonsmooth Analysis. Classics in Applied Mathematics, vol. 5, 2nd edn. SIAM, Philadephia (1990)
Sznajder, R., Gowda, M.S.: Generalizations of P0- and P-properties; extended vertical and horizontal linear complementarity problems. Linear Algebra Appl. 223–224, 695–715 (1995)
Horn, R.A., Johnson, C.R.: Matrix Analysis, 2nd edn. Cambridge University Press, New York (2013)
Li, W.: A general modulus-based matrix splitting method for linear complementarity problems of H-matrices. Appl. Math. Lett. 26, 1159–1164 (2013)
Ebiefung, A.A.: Nonlinear mappings associated with the generalized linear complementarity problem. Math. Program. 69, 255–268 (1995)
Bensoussan, A., Lions, J.L.: Applications of Variational Inequalities in Stochastic Control. North-Holland, Amsterdam (1982)
Acknowledgements
The authors would like to thank two anonymous referees for their helpful suggestions.
Author information
Authors and Affiliations
Contributions
S.-L. Wu and Wen Li wrote the main manuscript text; H.-H. Wang prepared numerical experiments; all authors reviewed the manuscript.
Corresponding author
Ethics declarations
Conflict interest
The authors declare no conflict interests.
Additional information
This research was supported by the National Natural Science Foundation of China (Nos. 11961082, 12071159 and U1811464).
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Wu, SL., Li, W. & Wang, HH. The Perturbation Bound of the Extended Vertical Linear Complementarity Problem. J. Oper. Res. Soc. China (2023). https://doi.org/10.1007/s40305-023-00456-6
Received:
Accepted:
Published:
DOI: https://doi.org/10.1007/s40305-023-00456-6
Keywords
- The extended vertical linear complementarity problem
- The row \({\mathcal {W}}\)-property
- The perturbation bound