Article ID: | iaor20116441 |
Volume: | 150 |
Issue: | 1 |
Start Page Number: | 33 |
End Page Number: | 51 |
Publication Date: | Jul 2011 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Alefeld Gtz, Wang Zhengyu |
Keywords: | complementarity, iterative methods, vector optimization |
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.