Further Discussion on the Error Bound for Generalized Linear Complementarity Problem over a Polyhedral Cone

In this paper, we consider the global error bound for the generalized linear complementarity problem over a polyhedral cone (GLCP). Based on the new transformation of the problem, we establish its global error bound under milder conditions, which improves the result obtained by Sun and Wang (2009) for GLCP by weakening the assumption.     

Global Error Bound for the Generalized Linear Complementarity Problem over a Polyhedral Cone

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. This work was supported by the Research Grant Council of Hong Kong, a Chair Professor Fund of The Hong Kong Polytechnic University, the Natural Science Foundation of China (Grant No. 10771120) and the Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry.     

Adaptive Lagrange-Galerkin methods for unsteady convection-diffusion problems

In this paper we derive an a posteriori error bound for the Lagrange-Galerkin discretisation of an unsteady (linear) convection-diffusion problem, assuming only that the underlying space-time mesh is nondegenerate. The proof of this error bound is based on strong stability estimates of an associated dual problem, together with the Galerkin orthogonality of the finite element method. Based on this a posteriori bound, we design and implement the corresponding adaptive algorithm to ensure global control of the error with respect to a user-defined tolerance.

     

Nonlinear mappings associated with the generalized linear complementarity problem

We show that the Cottle—Dantzig generalized linear complementarity problem (GLCP) is equivalent to a nonlinear complementarity problem (NLCP), a piecewise linear system of equations (PLS), a multiple objective programming problem (MOP), and a variational inequalities problem (VIP). On the basis of these equivalences, we provide an algorithm for solving problem GLCP.Project partially supported by a grant from Oak Ridge Associated Universities, TN, USA.     

On the solution and complexity of a generalized linear complementarity problem

We introduce some sufficient conditions under which a generalized linear complementarity problem (GLCP) can be solved as a pure linear complementarity problem. We also establish that the GLCP is in general a NP-Hard problem.Support of this work has been provided by the Instituto Nacional de Investigação Cientifica de Portugal (INIC) under contract 89/EXA/5.     

A posterior error analysis for the nonconforming discretization of Stokes eigenvalue problem

In this paper, we present a posteriori error estimator for the nonconforming finite element approximation, including using Crouzeix–Raviart element and extended Crouzeix–Raviart element, of the Stokes eigenvalue problem. With the technique of Helmholtz decomposition, we first give out a posteriori error estimator and prove it as the global upper bound and local lower bound of the approximation error. Then, by deleting a jump term in the indicator, another simpler but equivalent indicator is obtained. Some numerical experiments are provided to verify our analysis.     

A posteriori error analysis of the discontinuous finite element methods for first order hyperbolic problems

In this paper, we consider the a posteriori error analysis of discontinuous Galerkin finite element methods for the steady and nonsteady first order hyperbolic problems with inflow boundary conditions. We establish several residual-based a posteriori error estimators which provide global upper bounds and a local lower bound on the error. Further, for nonsteady problem, we construct a fully discrete discontinuous finite element scheme and derive the a posteriori error estimators which yield global upper bound on the error in time and space. Our a posteriori error analysis is based on the mesh-dependent a priori estimates for the first order hyperbolic problems. These a posteriori error analysis results can be applied to develop the adaptive discontinuous finite element methods.     

Global s-type error bound for the extended linear complementarity problem and applications

For the extended linear complementarity problem over an affine subspace, we first study some characterizations of (strong) column/row monotonicity and (strong) R ₀-property. We then establish global s-type error bound for this problem with the column monotonicity or R ₀-property, especially for the one with the nondegeneracy and column monotonicity, and give several equivalent formulations of such error bound without the square root term for monotone affine variational inequality. Finally, we use this error bound to derive some properties of the iterative sequence produced by smoothing methods for solving such a problem under suitable assumptions. Received: May 2, 1999 / Accepted: February 21, 2000?Published online July 20, 2000     

BVPs on infinite intervals: A test problem,a nonstandard finite difference scheme and a posteriori error estimator

As far as the numerical solution of boundary value problems defined on an infinite interval is concerned, in this paper, we present a test problem for which the exact solution is known. Then we study an a posteriori estimator for the global error of a nonstandard finite difference scheme previously introduced by the authors. In particular, we show how Richardson extrapolation can be used to improve the numerical solution using the order of accuracy and numerical solutions from 2 nested quasi‐uniform grids. We observe that if the grids are sufficiently fine, the Richardson error estimate gives an upper bound of the global error.     

An algorithm based on the generalized D-gap function for equilibrium problems

The equilibrium problem (EP) can be reformulated as an unconstrained minimization problem through the generalized D-gap function. In this paper, we propose an algorithm for minimizing the problem and analyze some convergence properties of the proposed algorithm. Under some reasonable conditions, we show that the iteration sequence generated by the algorithm is globally convergent and converges to a solution to the EP and the generalized D-gap function provides a global error bound for the algorithm.     

Solution of a General Linear Complementarity Problem Using Smooth Optimization and Its Application to Bilinear Programming and LCP

This paper addresses a General Linear Complementarity Problem (GLCP) that has found applications in global optimization. It is shown that a solution of the GLCP can be computed by finding a stationary point of a differentiable function over a set defined by simple bounds on the variables. The application of this result to the solution of bilinear programs and LCPs is discussed. Some computational evidence of its usefulness is included in the last part of the paper. Accepted 28 June 1999. Online publication 4 December 2000.     

Equivalence of the generalized complementarity problem to differentiable unconstrained minimization

We consider an unconstrained minimization reformulation of the generalized complementarity problem (GCP). The merit function introduced here is differentiable and has the property that its global minimizers coincide with the solutions of GCP. Conditions for its stationary points to be global minimizers are given. Moreover, it is shown that the level sets of the merit function are bounded under suitable assumptions. We also show that the merit function provides global error bounds for GCP. These results are based on a condition which reduces to the condition of the uniform P-function when GCP is specialized to the nonlinear complementarity problem. This condition also turns out to be useful in proving the existence and uniqueness of a solution for GCP itself. Finally, we obtain as a byproduct an error bound result with the natural residual for GCP.We thank Jong-Shi Pang for his valuable comments on error bound results with the natural residual for the nonlinear complementarity problem. We are also grateful to the anonymous referees for some helpful comments. The research of the second author was supported in part by the Science Research Grant-in-Aid from the Ministry of Education, Science, and Culture, Japan.     

Error bounds for systems of lower semicontinuous functions in Asplund spaces

In this paper, using the Fréchet subdifferential, we derive several sufficient conditions ensuring an error bound for inequality systems in Asplund spaces. As an application we obtain in the context of Banach spaces a global error bound for quadratic nonconvex inequalities and we derive necessary optimality conditions for optimization problems.     

The Dual Gap Function for Variational Inequalities

In this paper we further study the dual gap function G, which was introduced by Marcotte and Zhu, for the variational inequality problem (VIP). We characterize the directional derivative and subdifferential of G. Based on these, we get a better understanding of the concepts of a global error bound, weak sharpness, and minimum principle sufficiency property for the pseudo-monotone VIP.     

Error bound results for generalized D-gap functions of nonsmooth variational inequality problems

Solving a variational inequality problem can be equivalently reformulated into solving a unconstraint optimization problem where the corresponding objective function is called a merit function. An important class of merit function is the generalized D-gap function introduced in [N. Yamashita, K. Taji, M. Fukushima, Unconstrained optimization reformulations of variational inequality problems, J. Optim. Theory Appl. 92 (1997) 439-456] and Yamashita and Fukushima (1997) [17]. In this paper, we present new fractional local/global error bound results for the generalized D-gap functions of nonsmooth variational inequality problems, which gives an effective estimate on the distance between a specific point to the solution set, in terms of the corresponding function value of the generalized D-gap function. Numerical examples and a simple application to the free boundary problem are also presented to illustrate the significance of our error bound results.     

NP-Completeness of the linear complementarity problem

We consider the linear complementarity problem (q, M) for which the data are the integer column vectorq εR ⁿ and the integer square matrixM of ordern. GLCP is the decision problem: Does (q, M) have a solution? We show that GLCP is NP-complete in the strong sense.     

Global error bound for convex inclusion problems

The existence of global error bound for convex inclusion problems is discussed in this paper, including pointwise global error bound and uniform global error bound. The existence of uniform global error bound has been carefully studied in Burke and Tseng (SIAM J. Optim. 6(2), 265–282, 1996) which unifies and extends many existing results. Our results on the uniform global error bound (see Theorem 3.2) generalize Theorem 9 in Burke and Tseng (1996) by weakening the constraint qualification and by widening the varying range of the parameter. As an application, the existence of global error bound for convex multifunctions is also discussed.     

Error Estimates for the Finite Element Solutions of Some Variational Inequalities with Nonlinear Monotone Operator

In this paper, we estimate the error of the linear finite element solutions of the obstacle problem and the unilateral problem with monotone operator. We obtained $O(h)$ error bound for the obstacle problem and $O(h^{3/4})$ error bound for the unilateral problem. And if the solution $u^*$ of the unilateral problem possesses more smoothness, then $O(h)$ error bound can be obtained in the same way as [2].     

An inexact spectral bundle method for convex quadratic semidefinite programming

We present an inexact spectral bundle method for solving convex quadratic semidefinite optimization problems. This method is a first-order method, hence requires much less computational cost in each iteration than second-order approaches such as interior-point methods. In each iteration of our method, we solve an eigenvalue minimization problem inexactly, and solve a small convex quadratic semidefinite program as a subproblem. We give a proof of the global convergence of this method using techniques from the analysis of the standard bundle method, and provide a global error bound under a Slater type condition for the problem in question. Numerical experiments with matrices of order up to 3000 are performed, and the computational results establish the effectiveness of this method.     

Numerical solution of retarded initial value problems: Local and global error and stepsize control

Summary Retarded initial value problems are routinely replaced by an initial value problem of ordinary differential equations along with an appropriate interpolation scheme. Hence one can control the global error of the modified problem but not directly the actual global error of the original problem. In this paper we give an estimate for the actual global error in terms of controllable quantities. Further we show that the notion of local error as inherited from the theory of ordinary differential equations must be generalized for retarded problems. Along with the new definition we are led to developing a reliable basis for a step selection scheme.