NEW IMPROVED ERROR-BOUNDS FOR THE LINEAR COMPLEMENTARITY-PROBLEM

Authors
MANGASARIAN OL REN J
Citation
Ol. Mangasarian et J. Ren, NEW IMPROVED ERROR-BOUNDS FOR THE LINEAR COMPLEMENTARITY-PROBLEM, Mathematical programming, 66(2), 1994, pp. 241-255
Citations number
10
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
66
Issue
2
Year of publication
1994
Pages
241 - 255
Database
ISI
SICI code
0025-5610(1994)66:2<241:NIEFTL>2.0.ZU;2-2
Abstract
New local and global error bounds are given for both nonmonotone and m onotone linear complementarity problems. Comparisons of various residu als used in these error bounds are given. A possible candidate for a ' 'best'' error bound emerges from our comparisons as the sum of two nat ural residuals.