Bounding the error for approximate solutions of almost linear complementarity problems using feasible vectors

作者：Alefeld Goetz; Wang Zhengyu^*

来源：Numerical Linear Algebra with Applications, 2011, 18(2): 177-187.

DOI：10.1002/nla.719

• complementarity problem
• H-matrix
• error bound

In this paper we use the concept of a feasible vector in order to bound a solution x* of an almost linear complementarity problem in a certain set. This set delivers also componentwise error bounds for an approximation (x) over cap to a solution x*. In the special case that the problem is defined by a so-called H-matrix, we prove that the error bounds are more accurate than the corresponding bounds recently obtained. By numerical examples it will be demonstrated that the new bounds can be better by several orders of magnitude.

• 出版日期2011-3
• 单位南京大学