Error bounds and strong upper semicontinuity for monotone affine variational inequalities

Error bounds and strong upper semicontinuity for monotone affine variational inequalities

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Article ID: iaor19941135
Country: Switzerland
Volume: 46/47
Issue: 1/4
Start Page Number: 293
End Page Number: 305
Publication Date: Dec 1993
Journal: Annals of Operations Research
Authors: ,
Keywords: linear complementarity
Abstract:

Global error bounds for possibly degenerate or nondegenerate monotone affine variational inequality problems are given. The error bounds are on an arbitrary point and are in terms of the distance between the given point and a solution to a convex quadratic program. For the monotone linear complementarity problem the convex program is that of minimizing a quadratic function on the nonnegative orthant. These bounds may form the basis of an iterative quadratic programming procedure for solving affine variational inequality problems. A strong upper semicontinuity result is also obtained which may be useful for finitely terminating any convergent algorithm by periodically solving a linear program.

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