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Validation and enclosure of solutions of linear complementarity problems

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Abstract

An inclusion condition is presented to guarantee the existence of the solution of the linear complementarity problem in a given domain. The condition can be tested numerically with very small computational cost. Based on the condition algorithms are designed to compute an interval to enclose the unknown solution. Numerical results are reported to support the theoretical analysis in the paper.

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Authors and Affiliations

  1. Department of Mathematics, Nanjing University, HanKouLu 22, Nanjing, 210093, China

    Z. Wang

  2. Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, ZhongGuanCun DongLu 55, Beijing, 100080, China

    Z. Wang

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  1. Z. Wang
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Wang, Z. Validation and enclosure of solutions of linear complementarity problems. Computing 79, 61–77 (2007). https://doi.org/10.1007/s00607-007-0218-2

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  • DOI: https://doi.org/10.1007/s00607-007-0218-2

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