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Error Bounds for R0-Type and Monotone Nonlinear Complementarity Problems

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Abstract

The paper generalizes the Mangasarian–Ren (Ref. 1) error bounds forlinear complementarity problems (LCPs) to nonlinear complementarity problems(NCPs). This is done by extending the concept of R 0-matrixto several R 0-type functions, which include a subset ofmonotone functions as a special case. Both local and global error bounds areobtained for R 0-type NCPs and some monotone NCPs.

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Authors
  1. B. Chen
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Chen, B. Error Bounds for R0-Type and Monotone Nonlinear Complementarity Problems. Journal of Optimization Theory and Applications 108, 297–316 (2001). https://doi.org/10.1023/A:1026434200384

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