Error Bound for the Linear Complementarity Problem using Plus Function

MaRDI QIDQ6409455zbMATH OpenFDO

Authors Bharat Kumar, Deepmala, Arindam Dutta, A. K. Das

Publication date 1 September 2022

Mathematics Subject Classification ID

Roundoff error (65G50) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Matrix equations and identities (15A24) Linear inequalities of matrices (15A39)

Abstract: In this article we establish error bound for linear complementarity problem with $P$-matrix using plus function. We introduce a fundamental quantity associated with a $P$-matrix and show how this quantity is useful in deriving error bounds for the linear complementarity problem of the $P$-type. We also obtain (upper and lower) bounds for the quantity introduced. Keywords: Linear complementarity problem, plus function, error bound, relative error bound.

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