×

New error bounds for linear complementarity problems of \(\Sigma \)-SDD matrices and \(SB\)-matrices. (English) Zbl 1442.65101

Summary: A new error bound for the linear complementarity problem (LCP) of \(\Sigma \)-SDD matrices is given, which depends only on the entries of the involved matrices. Numerical examples are given to show that the new bound is better than that provided by M. García-Esnaola and J. M. Peña [Linear Algebra Appl. 438, No. 3, 1339–1346 (2013; Zbl 1261.90064)] in some cases. Based on the obtained results, we also give an error bound for the LCP of \(SB\)-matrices. It is proved that the new bound is sharper than that provided by P.-F. Dai et al. [Numer. Algorithms 61, No. 1, 121–139 (2012; Zbl 1266.65090)] under certain assumptions.

MSC:

65K05 Numerical mathematical programming methods
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

References:

[1] Berman A., Plemmons R.J., Nonnegative Matrix in the Mathematical Sciences, SIAM Publisher: Philadelphia, USA, 1994. · Zbl 0815.15016
[2] Chen T.T., Li W., Wu X., Vong S., Error bounds for linear complementarity problems of MB-matrices, Numer. Algor., 2015, 70, 341-356. · Zbl 1332.65076
[3] Cottle R.W., Pang J.S., Stone R.E., The Linear Complementarity Problem, SIAM Publisher: Philadelphia, USA, 2009. · Zbl 1192.90001
[4] Luo Z.Q., Tseng P., Error bound and convergence analysis of matrix splitting algorithms for the affine variational inequality problem, SIAM J. Optim., 1992, 2, 43-54. · Zbl 0777.49010
[5] Chen X.J., Xiang S.H., Computation of error bounds for P-matrix linear complementarity problems, Math. Program., Ser. A, 2006, 106, 513-525. · Zbl 1134.90043
[6] García-Esnaola M., Peña J.M., Error bounds for linear complementarity problems of Nekrasovmatrices, Numer. Algor., 2014, 67, 655-667. · Zbl 1338.90406
[7] Li C.Q., Dai P.F., Li Y.T., New error bounds for linear complementarity problems of Nekrasov matrices and B-Nekrasov matrices, Numer. Algor., 2017, 74, 997-1009. · Zbl 1372.65177
[8] Dai P.F., Li J.C., Bai J., Dong L., New error bounds for linear complementarity problems of S-Nekrasov matrices and B-SNekrasov matrices, Comput. Appl. Math., 2019, . · Zbl 1463.65136 · doi:10.1007/s40314-019-0818-4
[9] Gao L., Wang Y.Q., Li C.Q., Li Y.T., Error bounds for the linear complementarity problem of S-Nekrasov matrices and B-SNekrasov matrices, J. Comput. Appl. Math., 2018, 336, 147-159. · Zbl 1382.65173
[10] Dai P.F., Li J.C., Li Y.T., Zhang C.Y., Error bounds for the linear complementarity problem of QN-matrices, Calcolo, 2016, 53, 647-657. · Zbl 1377.65063
[11] Gao L., Wang Y., Li C.Q., New error bounds for the linear complementarity problem of QN-matrices, Numer. Algor., 2018, 77, 229-242. · Zbl 1411.90331
[12] Li J., Li G., Error bounds for linear complementarity problems of S-QN matrices, Numer. Algor., 2019, . · Zbl 07171728 · doi:10.1007/s11075-019-00710-0
[13] García-Esnaola M., Pena J.M., Error bounds for linear complementarity problems for B-matrices, Appl. Math. Lett., 2009, 22, 1071-1075. · Zbl 1179.90230
[14] Li C.Q., Li Y.T., Note on error bounds for linear complementarity problems for B-matrices, Appl. Math. Lett., 2016, 57, 108-113. · Zbl 1343.90096
[15] García-Esnaola M., Peña J.M., On the asymptotic optimality of error bounds for some linear complementarity problems, Numer. Algor., 2019, 80, 521-532. · Zbl 1410.90214
[16] Dai P.F., Error bounds for linear complementarity problems of DB-matrices, Linear Algebra Appl., 2011, 434, 830-840. · Zbl 1223.90070
[17] Dai P.F., Li Y.T., Lu C.J., Error bounds for linear complementarity problems for SB-matrices, Numer. Algor., 2012, 61, 121-139. · Zbl 1266.65090
[18] Dai P.F., Lu C.J., Li Y.T., New error bounds for the linear complementarity problem with an SB-matrix, Numer. Algor., 2013, 64, 741-757. · Zbl 1286.65074
[19] García-Esnaola M., Peañ J.M., B-Nekrasov matrices and error bounds for linear complementarity problems, Numer. Algor., 2016, 72, 435-445. · Zbl 1342.90205
[20] Li C.Q., Yang S., Huang H., Li Y.T., Wei Y.M., Note on error bounds for linear complementarity problems of Nekrasovmatrices, Numer. Algor., 2019, . · Zbl 1454.65043 · doi:10.1007/s11075-019-00685-y
[21] García-Esnaola M., Peña J.M., \( \begin{array}{}\displaystyle B_\pi^R\end{array} \) -matrices and error bounds for linear complementarity problems, Calcolo, 2017, 54, 813-822. · Zbl 1373.90162
[22] Gao L., Li C., Li Y., Parameterized error bounds for linear complementarity problems of \(\begin{array}{}\displaystyle B_\pi^R\end{array} \)-matrices and their optimal values, Calcolo, 2019, . · Zbl 1423.90254 · doi:10.1007/s10092-019-0328-1
[23] Li C.Q., Cvetković L., Wei Y.M., Zhao J.X., An infinity norm bound for the inverse of Dashnic - Zusmanovich typematrices with applications, Linear Algebra Appl., 2019, 565, 99-122. · Zbl 1410.15021
[24] Li C.Q., Li Y.T., Weakly chained diagonally dominant B-matrices and error bounds for linear complementarity problems, Numer. Algor., 2016, 73, 985-998. · Zbl 1362.65063
[25] Wang F., Error bounds for linear complementarity problems of weakly chained diagonally dominant B-matrices, J. Inequal. Appl., 2017, 2017:33. · Zbl 1471.90153
[26] Sang C., Chen Z., A new error bound for linear complementarity problems of weakly chained diagonally dominant B-matrices, Linear Multilinear A., 2019, . · Zbl 07394473 · doi:10.1080/03081087.2019.1649995
[27] García-Esnaola M., Peña J.M., Error bounds for the linear complementarity problem with a Σ-SDD matrix, Linear Algebra Appl., 2013, 438, 1339-1346. · Zbl 1261.90064
[28] Cvetković L., Kostić V., Varga R.S., A new Geršgorin-type eigenvalue inclusion set, Electron. Trans. Numer. Anal., 2004, 18, 73-80. · Zbl 1069.15016
[29] Wang Z.F., Li C.Q., Li Y.T., Infimumof error bounds for linear complementarity problems of Σ-SDD and Σ_1-SSD matrices, Linear Algebra Appl., 2019, 581, 285-303. · Zbl 1442.65106
[30] Morača N., Upper bounds for the infinity norm of the inverse of SDD and S-SDD matrices, J. Comput. Appl.Math., 2007, 206, 666-678. · Zbl 1123.15018
[31] García-Esnaola M., Peña J.M., A comparison of error bounds for linear complementarity problems of H-matrices, Linear Algebra Appl., 2010, 433, 956-964. · Zbl 1195.65077
[32] Dafermos S., Traffic equilibrium and variational inequalities, Transport. Sci., 1980, 14, 42-54.
[33] Ferris M.C., Pang J.S., Engineering and economic applications of complementarity problems, SIAM Rev., 1997, 39, 669-713. · Zbl 0891.90158
[34] Li H.B., Huang T.Z., Li H., On some subclasses of P-matrices, Numer. Linear Algebra, 2007, 14, 391-405. · Zbl 1199.15072
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.