Enclosing solutions of linear complementarity problems for H-matrices (Q701958): Difference between revisions

It is well known that the linear complementarity problem \[ x\geq 0, \quad Mx+q\geq 0, \quad x^T(Mx+q)=0 \] has a unique solution \(x^*\) if \(M\) is a \(H\)-matrix with positive main diagonal. Under this assumption on \(M\) the authors develop an algorithm for constructing a nested sequence of interval vectors \([x]^0\supseteq [x]^1\supseteq[x]^2\supseteq\ldots\) such that if \(x^*\in[x]^0\), then \([x]^k\to [x^*,x^*]\). They also show how to find an initial interval vector satisfying \(x^*\in[x]^0\). Numerical examples presented demonstrate effectiveness of the technique.