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IMA Journal of Numerical Analysis Advance Access published online on September 26, 2009
IMA Journal of Numerical Analysis, doi:10.1093/imanum/drp026
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© The author 2009. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

Componentwise error bounds for linear complementarity problems

Zhengyu Wang{dagger}

Department of Mathematics, Nanjing University, Nanjing 210093, People's Republic of China
Institute of Applied and Numerical Mathematics, University of Karlsruhe (Karlsruhe Institute of Technology), 76128 Karlsruhe, Germany

Ya-xiang Yuan{ddagger}

Laboratory of Scientific and Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, People's Republic of China

{dagger} Corresponding author. Email: zywang{at}nju.edu.cn

{ddagger} Email: yyx{at}lsec.cc.ac.cn

Received on 13 October 2008. Accepted for publication 11 May 2009.


  Abstract

Componentwise error bounds for linear complementarity problems are presented. For the problem with an H-matrix the error bound can be computed by solving a system of linear equations. It is proved that our error bound is more accurate than that obtained recently by Chen & Xiang (2006, Math. Prog., Ser. A, 106, 513–525). Numerical results show that the new bound is often much better than previous ones.

Key Words: error bound; linear complementarity problem; convex quadratic programming


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