New improved error bounds for the linear complementarity problem

OL Mangasarian, J Ren - Mathematical Programming, 1994 - Springer
Mathematical Programming, 1994Springer
New local and global error bounds are given for both nonmonotone and monotone linear
complementarity problems. Comparisons of various residuals used in these error bounds
are given. A possible candidate for a “best” error bound emerges from our comparisons as
the sum of two natural residuals.
Abstract
New local and global error bounds are given for both nonmonotone and monotone linear complementarity problems. Comparisons of various residuals used in these error bounds are given. A possible candidate for a “best” error bound emerges from our comparisons as the sum of two natural residuals.
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