Validation and enclosure of solutions of linear complementarity problems
An inclusion condition is presented to guarantee the existence of the solution of the linear complementarity problem in a given domain. The condition can be tested numerically with very small computational cost. Based on the condition algorithms are designed to compute an interval to enclose the unknown solution. Numerical results are reported to support the theoretical analysis in the paper.
linear complementarity problem validation of the solution enclosure of the solution interval analysis h-matrix