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- Title
Global Error Bound for the Generalized Linear Complementarity Problem over a Polyhedral Cone.
- Authors
Sun, H. C.; Wang, Y. J.; Qi, L. Q.
- Abstract
In this paper, the global error bound estimation for the generalized linear complementarity problem over a polyhedral cone (GLCP) is considered. To obtain a global error bound for the GLCP, we first develop some equivalent reformulations of the problem under milder conditions and then characterize the solution set of the GLCP. Based on this, an easily computable global error bound for the GLCP is established. The results obtained in this paper can be taken as an extension of the existing global error bound for the classical linear complementarity problems.
- Subjects
LINEAR complementarity problem; MATRICES (Mathematics); POLYHEDRAL functions; ESTIMATION theory; MATHEMATICAL programming; MATHEMATICAL optimization
- Publication
Journal of Optimization Theory & Applications, 2009, Vol 142, Issue 2, p417
- ISSN
0022-3239
- Publication type
Article
- DOI
10.1007/s10957-009-9509-4