Error Estimation for Nonlinear Complementarity Problems via Linear Systems with Interval Data |
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| Authors: | Götz Alefeld Zhengyu Wang |
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| Institution: | 1. Institute of Applied and Numerical Mathematics, University of Karlsruhe (Karlsruhe Institute of Technology) , Karlsruhe, Germany goetz.alefeld@math.uni-karlsruhe.de;3. Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences , Beijing, China;4. Department of Mathematics , Nanjing University , Nanjing, China |
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| Abstract: | For the nonlinear complementarity problem, we derive norm bounds for the error of an approximate solution, generalizing the known results for the linear case. Furthermore, we present a linear system with interval data, whose solution set contains the error of an approximate solution. We perform extensive numerical tests and compare the different approaches. |
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| Keywords: | Error bound Linear interval system Nonlinear complementarity problem P-matrix |
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