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Error Bounds for Nonlinear Complementarity Problems with Band Structure

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  • Götz Alefeld

    (University of Karlsruhe (Karlsruhe Institute of Technology KIT))

  • Zhengyu Wang

    (Nanjing University)

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.

Suggested Citation

  • Götz Alefeld & Zhengyu Wang, 2011. "Error Bounds for Nonlinear Complementarity Problems with Band Structure," Journal of Optimization Theory and Applications, Springer, vol. 150(1), pages 33-51, July.
    • Handle: RePEc:spr:joptap:v:150:y:2011:i:1:d:10.1007_s10957-011-9821-7
    DOI: 10.1007/s10957-011-9821-7
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