Perturbation Bounds of P-Matrix Linear Complementarity Problems

Abstract

We define a new fundamental constant associated with a P-matrix and show that this constant has various useful properties for the P-matrix linear complementarity problems (LCP). In particular, this constant is sharper than the Mathias-Pang constant in deriving perturbation bounds for the P-matrix LCP. Moreover, this new constant defines a measure of… (More)
DOI: 10.1137/060653019

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