An improved algorithm for linear complementarity problems with interval data

作者：Wang, Chao; Huang, Ting-Zhu; Yang, Chuan-Sheng

来源：Journal of Computational Analysis and Applications, 2014, 17(2): 372-388.

• Linear complementarity problem
• Interval data
• M-matrix
• Monotonicity
• Total step method with intersection
• Single step method with intersection
• Active index subset

In this paper, the monotonicity of conjugate gradient method for the linear cornplementarity problem with S-matrix has been proved. With this property, we propose an algorithm for solving linear complementarity problem with interval data. As far as we know, the monotonicity of this algorithm has not been proved or stated explicit before. Numerical experiments are presented to show the monotonicity of the algorithm and illustrate the efficiency of the new algorithm.

• 出版日期2014-10
• 单位电子科技大学; 浙江海洋大学