Global error bound for the generalized linear complementarity problem over a polyhedral cone (Q1035916)
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scientific article; zbMATH DE number 5625109
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| English | Global error bound for the generalized linear complementarity problem over a polyhedral cone |
scientific article; zbMATH DE number 5625109 |
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Global error bound for the generalized linear complementarity problem over a polyhedral cone (English)
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4 November 2009
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In the article known error bounds for linear complementarity problems are extended to generalized linear complementarity problems (GLCP). To achieve the new bounds (under mild assumptions) GLCP is transformed into a problem with a bilevel structure with a standard convex program at the lower level. Based on this reformulation some characterizations of the solution set of GLCP are presented which finally are used to obtain the error bounds.
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reformulation
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solution structure
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0.950242042541504
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0.9403303265571594
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0.934756636619568
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