Iterative Methods for Linear Complementarity Problems with Interval Data


] and an interval vector [b]. If all A∈[A] are H-matrices with positive diagonal elements, these methods are all convergent to the same interval vector [x *]. This interval vector includes the solution x of the linear complementarity problem defined by any fixed A∈[A] and any fixed b∈[b]. If all A∈[A] are M-matrices, then we will show, that [x *] is optimal in a precisely defined sense. We also consider modifications of those methods, which under certain assumptions on the starting vector deliver nested sequences converging to [x *]. We close our paper with some examples which illustrate our theoretical results.

DOI: 10.1007/s00607-003-0014-6

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@article{Alefeld2003IterativeMF, title={Iterative Methods for Linear Complementarity Problems with Interval Data}, author={G{\"{o}tz Alefeld and Uwe Sch{\"a}fer}, journal={Computing}, year={2003}, volume={70}, pages={235-259} }