New global error bound for extended linear complementarity problems [PDF]
For the extended linear complementarity problem (ELCP), by virtue of a new residual function, we establish a new type of global error bound under weaker conditions.
Hongchun Sun, Min Sun, Yiju Wang
doaj +2 more sources
An alternative error bound for linear complementarity problems involving BS $B^{S}$-matrices [PDF]
An alternative error bound for linear complementarity problems for BS $B^{S}$-matrices is presented. It is shown by numerical examples that the new bound is better than that provided by García-Esnaola and Peña (Appl. Math. Lett.
Lei Gao
doaj +2 more sources
An improved error bound for linear complementarity problems for B-matrices [PDF]
A new error bound for the linear complementarity problem when the matrix involved is a B-matrix is presented, which improves the corresponding result in (Li et al. in Electron. J. Linear Algebra 31(1):476-484, 2016).
Lei Gao, Chaoqian Li
doaj +2 more sources
Error bounds for linear complementarity problems of weakly chained diagonally dominant B-matrices [PDF]
In this paper, new error bounds for the linear complementarity problem are obtained when the involved matrix is a weakly chained diagonally dominant B-matrix. The proposed error bounds are better than some existing results.
Feng Wang
doaj +2 more sources
Polyhedral complementarity problem with quasimonotone decreasing mappings [PDF]
The fixed point problem of piecewise constant mappings in Rn is investigated. This is a polyhedral complementarity problem, which is a generalization of the linear complementarity problem.
Shmyrev Vadim I.
doaj +1 more source
Extensions of P-property, R0-property and semidefinite linear complementarity problems [PDF]
In this manuscript, we present some new results for the semidefinite linear complementarity problem, in the context of three notions for linear transformations, viz., pseudo w-P property, pseudo Jordan w-P property and pseudo SSM property ...
Jeyaraman I. +2 more
doaj +1 more source
Asymptotic Analysis for One-Stage Stochastic Linear Complementarity Problems and Applications
One-stage stochastic linear complementarity problem (SLCP) is a special case of a multi-stage stochastic linear complementarity problem, which has important applications in economic engineering and operations management.
Shuang Lin, Jie Zhang, Chen Qiu
doaj +1 more source
Scarf’s generalization of linear complementarity problem revisited [PDF]
In this paper, we revisit Scarf’s generalization of the linear complementarity problem, formulate this as a vertical linear complementarity problem and obtain some new results on this generalization.
Neogy S.K., Sinha S., Das A.K., Gupta A.
doaj +1 more source
A Full-Newton step infeasible-interior-point algorithm for P*(k)-horizontal linear complementarity problems [PDF]
In this paper we generalize an infeasible interior-point method for linear optimization to horizontal linear complementarity problem (HLCP). This algorithm starts from strictly feasible iterates on the central path of a perturbed problem that is
Asadi S., Mansouri H.
doaj +1 more source
A new search direction of IPM for horizontal linear complementarity problems
This study presents a new search direction for the horizontal linear complementarity problem. A vector-valued function is applied to the system of xy=μe, which defines the central path.
Xiaoyu Gong +4 more
doaj +1 more source

