NEW IMPROVED ERROR-BOUNDS FOR THE LINEAR COMPLEMENTARITY-PROBLEM

被引：68
|
作者：
MANGASARIAN, OL
REN, J
机构：
[1] Computer Sciences Department, University of Wisconsin, Madison, 53706, WI
来源：
MATHEMATICAL PROGRAMMING | 1994年 / 66卷 / 02期
关键词：
LINEAR COMPLEMENTARITY; ERROR BOUNDS;
D O I：
10.1007/BF01581148
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
New local and global error bounds are given for both nonmonotone and monotone linear complementarity problems. Comparisons of various residuals used in these error bounds are given. A possible candidate for a ''best'' error bound emerges from our comparisons as the sum of two natural residuals.
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页码：241 / 255
页数：15
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