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Error bounds for nondegenerate monotone linear complementarity problems

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Abstract

Error bounds and upper Lipschitz continuity results are given for monotone linear complementarity problems with a nondegenerate solution. The existence of a nondegenerate solution considerably simplifies the error bounds compared with problems for which all solutions are degenerate. Thus when a point satisfies the linear inequalities of a nondegenerate complementarity problem, the residual that bounds the distance from a solution point consists of the complementarity condition alone, whereas for degenerate problems this residual cannot bound the distance to a solution without adding the square root of the complementarity condition to it. This and other simplified results are a consequence of the polyhedral characterization of the solution set as the intersection of the feasible region {z∣Mz + q ≥ 0, z ≥ 0} with a single linear affine inequality constraint.

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This material is based on research supported by National Science Foundation Grants CCR-8723091 and DCR-8521228 and Air Force Office of Scientific Research Grant AFOSR-86-0172.

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Mangasarian, O.L. Error bounds for nondegenerate monotone linear complementarity problems. Mathematical Programming 48, 437–445 (1990). https://doi.org/10.1007/BF01582267

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  • DOI: https://doi.org/10.1007/BF01582267

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