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

H. C. Sun (), Y. J. Wang () and L. Q. Qi ()
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H. C. Sun: Linyi Teachers University
Y. J. Wang: Qufu Normal University
L. Q. Qi: Hong Kong Polytechnic University

Journal of Optimization Theory and Applications, 2009, vol. 142, issue 2, No 11, 417-429

Abstract: Abstract 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.

Keywords: GLCP; Reformulation; Solution structure; Global error bound (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10957-009-9509-4

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