Numerical validation of solutions of linear complementarity problems

This paper proposes a validation method for solutions of linear complementa rity problems. The validation procedure consists of two sufficient conditio ns that can be tested on a digital computer. If the first condition is sati sfied then a given multidimensional interval centered at an approximate sol ution of the problem is guaranteed to contain an exact solution. If the sec ond condition is satisfied then the multidimensional interval is guaranteed to contain no exact solution. This study is based on the mean value theore m for absolutely continuous functions and the reformulation of linear compl ementarity problems as nonsmooth nonlinear systems of equations.