PERTURBATION BOUNDS OF P-MATRIX LINEAR COMPLEMENTARITY PROBLEMS
PERTURBATION BOUNDS OF P-MATRIX LINEAR COMPLEMENTARITY PROBLEMS
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DOI：
10.1137/060653019
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发表时间：
2008-01-01
影响因子：
3.1
通讯作者：
Xiang, Shuhuang
中科院分区：
文献类型：
--
作者：
Chen, Xiaojun;Xiang, Shuhuang
我们定义了一个与P-矩阵相关的新的基本常数，并证明了这个常数对于P-矩阵的线性互补问题(LCP)具有各种有用的性质。特别地，在导出P-矩阵LCP的微扰界时，这个常数比Mathias-Pang常数更尖锐。此外，这个新的常数定义了P-矩阵LCP解的灵敏度的度量。我们考察了数据中的扰动如何影响LCP的解和求解LCP的牛顿型方法的效率。
We define a new fundamental constant associated with a P-matrix and show that this constant has various useful properties for the P-matrix linear complementarity problems (LCP). In particular, this constant is sharper than the Mathias-Pang constant in deriving perturbation bounds for the P-matrix LCP. Moreover, this new constant defines a measure of sensitivity of the solution of the P-matrix LCP. We examine how perturbations in the data affect the solution of the LCP and efficiency of Newton-type methods for solving the LCP.