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New improved error bounds for the linear complementarity problem. (English) Zbl 0829.90124

For the linear complementarity problem \[ \text{LCP}(M, q): Mx+ q\geq 0,\;x\geq 0,\;x(Mx+ q)= 0, \] with \(M\) an \(R_0\)-matrix, i.e. the \(\text{LCP}(M, 0)\) has zero as its unique solution, new error bounds are given. Various residuals used in these error bounds are discussed. In some sense the “best” residual is proposed.
Reviewer: E.Iwanow (Wien)

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C20 Quadratic programming

Keywords:

error bounds
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References:

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