Abstract
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.
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Communicated by F. Potra.
The work of the second author was supported in part by a grant from the State of Baden-Württemberg. The second author would also like to thank Prof. Dr. Egle and Prof. Dr. Alefeld, for their kind support.
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Alefeld, G., Wang, Z. Error Bounds for Nonlinear Complementarity Problems with Band Structure. J Optim Theory Appl 150, 33–51 (2011). https://doi.org/10.1007/s10957-011-9821-7
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DOI: https://doi.org/10.1007/s10957-011-9821-7