Error Bounds for Nonlinear Complementarity Problems with Band Structure

Error Bounds for Nonlinear Complementarity Problems with Band Structure

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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: ,
Keywords: complementarity, iterative methods, vector optimization
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.

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