Article ID: | iaor19961400 |
Country: | Netherlands |
Volume: | 66 |
Issue: | 2 |
Start Page Number: | 241 |
End Page Number: | 255 |
Publication Date: | Sep 1994 |
Journal: | Mathematical Programming (Series A) |
Authors: | Mangasarian O.L. |
Keywords: | linear complementarity |
New local and global error bounds are given for both nonmonotone and monotone linear complementarity problems. Comparisons of various residuals used in these error bounds are given. A possible candidate for a ‘best’ error bound emerges from the present comparisons as the sum of two natural residuals.