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Numer. Math. (1999) 83: 1-23 @ Springer-Verlag 1999

Summary: Numer. Math. (1999) 83: 1-23
@ Springer-Verlag 1999
Numerical validation of solutions
of linear complementarity problems
G.E. Alefeld1, x. Chen2,*, F.A. Potra3,**
1 Institut für Angewandte Mathematik, Universität Karlsruhe, Kaiserstrasse 12,
0-76128 Karlsruhe, Germany
2 Department of Mathematics and Computer Science, Shimane University,
Matsue 690-8504, Japan
3 Department ofMathematics, University ofMaryland, Baltimore, Md, USA
Received August 21, 1997/ Revised version July 2,1998
Summary. This paper proposes a validationmethod for solutions of linear
complementarity problems. The validationprocedure consists of two suffi-
cient conditions that can be tested on adigital computer.If the first condition
is satisfied then a given multidimensional interval centered at an approxi-
mate solution of the problem is guaranteed to contain an exact solution. If
the second condition is satisfied then the multidimensional interval is guar-
anteed to contain no exact solution. This study is based on the mean value


Source: Alefeld, Götz - Institut für Angewandte und Numerische Mathematik & Fakultät für Mathematik, Universität Karlsruhe


Collections: Mathematics