Iterative methods for linear complementarity problems with interval data
type: Item
instance of: scholarly article
title: Iterative methods for linear complementarity problems with interval data
zbMATH Open document ID: 1029.90072
published in: Computing
publication date: 2003-08-21T00:00:00Z
review text: The authors consider the linear complementarity problem with interval data \[ x \geq 0, Ax +b \geq 0, x^{T}(Ax +b) =0; \] where both the matrix \(A\) and the vector \(b\) are indefinite in the sense they are replaced with the interval matrix \([A]\) and the interval vector \([b]\), respectively. Several iterative methods, which can be viewed as extensions of the known ones for the standard linear complementarity problems, are presented and their convergence to an interval enclosign the solutions set is established if all \(A \in [A]\) are \(H\)-matrices. The convergence results are strengthened in the case when all \(A \in [A]\) are \(M\)-matrices. Some modifications and results of numerical experiments are also described.
reviewed by: Igor V. Konnov
Mathematics Subject Classification ID: 90C33
Mathematics Subject Classification ID: 65G30
zbMATH DE Number: 1969124
zbMATH Keywords: linear complementarity problem
zbMATH Keywords: Interval computation
zbMATH Keywords: Iterative methods
author: Gotz Alefeld
author: Uwe Schäfer
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1969124