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Global error bounds for the extended vertical LCP
Authors:Chao Zhang  Xiaojun Chen  Naihua Xiu
Institution:(1) Department of Mathematical Sciences, Hirosaki University, Hirosaki 036-8561, Japan;(2) Department of Applied Mathematics, Beijing Jiaotong University, Beijing, 100044, People’s Republic of China
Abstract:A new necessary and sufficient condition for the row $\mathcal{W}$ -property is given. By using this new condition and a special row rearrangement, we provide two global error bounds for the extended vertical linear complementarity problem under the row $\mathcal{W}$ -property, which extend the error bounds given in Chen and Xiang (Math. Program. 106:513–525, 2006) and Mathias and Pang (Linear Algebra Appl. 132:123–136, 1990) for the P-matrix linear complementarity problem, respectively. We show that one of the new error bounds is sharper than the other, and it can be computed easily for some special class of the row $\mathcal{W}$ -property block matrix. Numerical examples are given to illustrate the error bounds. The work was in part supported by a Grant-in-Aid from Japan Society for the Promotion of Science, and the National Natural Science Foundation of China (10671010).
Keywords:Global error bound  Row          $\mathcal{W}$" target="_blank">gif" alt="$\mathcal{W}$" align="middle" border="0">          -property  Extended vertical LCP
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