Iterative methods for linear complementarity problems with interval data (Q1404547)

The authors consider the linear complementarity problem with interval data \[ x \geq 0, Ax +b \geq 0, x^{T}(Ax +b) =0; \] where both the matrix \(A\) and the vector \(b\) are indefinite in the sense they are replaced with the interval matrix \([A]\) and the interval vector \([b]\), respectively. Several iterative methods, which can be viewed as extensions of the known ones for the standard linear complementarity problems, are presented and their convergence to an interval enclosign the solutions set is established if all \(A \in [A]\) are \(H\)-matrices. The convergence results are strengthened in the case when all \(A \in [A]\) are \(M\)-matrices. Some modifications and results of numerical experiments are also described.