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Global Error Bound for the Generalized Linear Complementarity Problem over a Polyhedral Cone

Author

Listed:
  • H. C. Sun

    (Linyi Teachers University)

  • Y. J. Wang

    (Qufu Normal University)

  • L. Q. Qi

    (Hong Kong Polytechnic University)

Abstract

In this paper, the global error bound estimation for the generalized linear complementarity problem over a polyhedral cone (GLCP) is considered. To obtain a global error bound for the GLCP, we first develop some equivalent reformulations of the problem under milder conditions and then characterize the solution set of the GLCP. Based on this, an easily computable global error bound for the GLCP is established. The results obtained in this paper can be taken as an extension of the existing global error bound for the classical linear complementarity problems.

Suggested Citation

  • H. C. Sun & Y. J. Wang & L. Q. Qi, 2009. "Global Error Bound for the Generalized Linear Complementarity Problem over a Polyhedral Cone," Journal of Optimization Theory and Applications, Springer, vol. 142(2), pages 417-429, August.
    • Handle: RePEc:spr:joptap:v:142:y:2009:i:2:d:10.1007_s10957-009-9509-4
    DOI: 10.1007/s10957-009-9509-4
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    Cited by:

    1. Hongchun Sun & Yiju Wang, 2013. "Further Discussion on the Error Bound for Generalized Linear Complementarity Problem over a Polyhedral Cone," Journal of Optimization Theory and Applications, Springer, vol. 159(1), pages 93-107, October.

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