Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2022, Vol. 39 ›› Issue (4): 610-620.doi: 10.3969/j.issn.1005-3085.2022.04.009

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The Error Bounds of the Linear Complementarity Problem with an $M$-matrix

FANG Ximing   

  1. School of Mathematics and Statistics, Zhaoqing University, Zhaoqing 526000
  • Online:2022-08-15 Published:2022-10-15
  • Supported by:
    The Guangdong Basic and Applied Basic Research Foundation (2022A1515011081); the Innovative Research Team Project of Zhaoqing University; the Zhaoqing University Research Program (611-612279); the Education and Development Project of Zhaoqing (QJYY2020093).

Abstract:

The error bounds of linear complementarity problems are studied. Firstly, the error bound theory of one kind of linear complementarity problems is presented by using a function of $M$-matrix whose main diagonal part is an identity matrix. Then, by transforming the model of linear complementarity problem, the error bound theory is generalized, and the error bound of linear complementarity problem whose system matrix is a general $M$-matrix is given. The error bound theory is verified and compared through low- and high-order examples. Numerical results show that the proposed error bound theory is effective and practical.

Key words: linear complementarity problem, $M$-matrix, error bound

CLC Number: