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Error bounds for nonlinear complementarity problems with band structure. (English) Zbl 1222.90065

Summary: In this paper, we consider the nonlinear complementarity problem with band structure. This problem occurs, for example, if certain classes of free boundary problems are discretized. We compute error bounds for the approximate solution of the discretized problems. The error bounds are improved by an iterative method and can be made arbitrarily small. The ideas are illustrated by numerical experiments.

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C59 Approximation methods and heuristics in mathematical programming

Software:

INTLAB
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References:

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