Accession Number:

ADA160975

Title:

Error Bounds for Monotone Linear Complementarity Problems.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1985-09-01

Pagination or Media Count:

14.0

Abstract:

The authors give a bound on the distance between an arbitrary point and the solution set of a monotone linear complementarity problem in terms of a condition constant which depends on the problem data only and a residual function of the violations of the complementarity problem conditions by the point considered. When the point satisfies the linear inequalities of the complementarity problem, the residual consists of the complementarity condition xMx q plus its square root xMx q to the 12 power. This latter term is essential and without which the error bound cannot hold. It is also shown that another natural residual that has been employed to bound errors for strictly monotone linear complementarity problems, fails to bound errors for the monotone case considered here. Keywords Mathematical programming Convex programming. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE