Error Bounds for Nonlinear Complementarity Problems with Band Structure

Götz Alefeld () and Zhengyu Wang ()
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Götz Alefeld: University of Karlsruhe (Karlsruhe Institute of Technology KIT)
Zhengyu Wang: Nanjing University

Journal of Optimization Theory and Applications, 2011, vol. 150, issue 1, No 3, 33-51

Abstract: Abstract In this paper, we consider the nonlinear complementarity problem with band structure. This problem occurs, for example, if certain classes of free boundary problems are discretized. We compute error bounds for the approximate solution of the discretized problems. The error bounds are improved by an iterative method and can be made arbitrarily small. The ideas are illustrated by numerical experiments.

Keywords: Complementarity; Error bound; Free boundary problem; H-matrix (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10957-011-9821-7

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