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Error Bound for the Linear Complementarity Problem using Plus Function

Published 1 Sep 2022 in math.OC | (2209.00377v1)

Abstract: In this article we establish error bound for linear complementarity problem with $P$-matrix using plus function. We introduce a fundamental quantity associated with a $P$-matrix and show how this quantity is useful in deriving error bounds for the linear complementarity problem of the $P$-type. We also obtain (upper and lower) bounds for the quantity introduced. Keywords: Linear complementarity problem, plus function, error bound, relative error bound.

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