Numerical validation of solutions of linear complementarity problems

DOI10.1007/S002110050437MaRDI QIDQ1805871zbMATH OpenOpenAlexFDO

Authors Gotz Alefeld, Florian A. Potra, Xiaojun Chen

Publication date 30 March 2000

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110050437

zbMATH Keywords

linear complementary problemsnumerical examples

Mathematics Subject Classification ID

Algorithms with automatic result verification (65G20) Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

The authors propose a validation method for solutions of linear complementary problems of the form \[ Mx+ q\geq 0,\quad x\geq 0,\quad (Mx+ q)^Tx= 0. \] The study of the authors is based on the mean value theorem for absolutely continuous functions and the reformulation of linear complementarity problems as systems of nonsmooth nonlinear equations. The given validation procedure consists of two sufficient conditions that can be tested on a digital computer. Numerical tests are presented.

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Cited in

(17)

• Numerical validation of solutions of complementarity problems: the nonlinear case
• Numerical validation for systems of absolute value equations
• Numerical solutions comparison for interval linear programming problems based on coverage and validity rates
• Computation of error bounds for P-matrix linear complementarity problems
• AN ENCLOSURE METHOD FOR FREE BOUNDARY PROBLEMS BASED ON A LINEAR COMPLEMENTARITY PROBLEM WITH INTERVAL DATA^*
• Validated solutions for P-matrix linear complementarity problems
• Error Estimation for Nonlinear Complementarity Problems via Linear Systems with Interval Data
• Validated solutions of mixed complementarity problems
• Verification for existence of solutions of linear complementarity problems
• IGAOR and multisplitting IGAOR methods for linear complementarity problems
• Error bounds for nonlinear complementarity problems with band structure
• An iterative method for a system of linear complementarity problems with perturbations and interval data
• Error bounds for complementarity problems with tridiagonal nonlinear functions
• Verified numerical computation for nonlinear equations
• On verified numerical computations in convex programming
• On computer-assisted proofs for solutions of linear complementarity problems
• Validation and enclosure of solutions of linear complementarity problems

Describes a project that uses

Uses Software

• INTOPT_90

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