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. 2018 Feb 2;2018(1):28. doi: 10.1186/s13660-018-1618-x

An alternative error bound for linear complementarity problems involving BS-matrices

Lei Gao 1,
PMCID: PMC5797255  PMID: 29430163

Abstract

An alternative error bound for linear complementarity problems for BS-matrices is presented. It is shown by numerical examples that the new bound is better than that provided by García-Esnaola and Peña (Appl. Math. Lett. 25(10):1379–1383, 2012) in some cases. New perturbation bounds of BS-matrices linear complementarity problems are also considered.

Keywords: Error bounds, Linear complementarity problems, BS-matrices, P-matrices

Introduction

The linear complementarity problem is to find a vector xRn such that

x0,Mx+q0,(Mx+q)Tx=0, 1

where MRn×n and qRn. We denote problem (1) and its solution by LCP(M,q) and x, respectively. The LCP(M,q) often arises from the various scientific areas of computing, economics and engineering such as quadratic programs, optimal stopping, Nash equilibrium points for bimatrix games, network equilibrium problems, contact problems, and free boundary problems for journal bearing, etc. For more details, see [24].

An interesting problem for the LCP(M,q) is to estimate

maxd[0,1]n(ID+DM)1, 2

since it can often be used to bound the error xx [5], that is,

xxmaxd[0,1]nMD1r(x),

where MD=ID+DM, D=diag(di) with 0di1 for each iN, d=[d1,d2,,dn]T[0,1]n, and r(x)=min{x,Mx+q} in which the min operator denotes the componentwise minimum of two vectors; for more details, see [1, 614] and the references therein.

In [1], García-Esnaola and Peña provided an upper bound for (2) when M is a BS-matrix as a subclass of P-matrices [15], which contains B-matrices. Here a matrix M=[mij]Rn×n is called a B-matrix [16] if, for each iN={1,2,,n},

kNmik>0,and1n(kNmik)>mijfor any jN and ji,

and a matrix M=[mij]Rn×n is called a BS-matrix [15] if there exists a subset S, with 2card(S)n2, such that, for all i,jN, tT(i){i}, and kK(j){j},

RiS>0,RjS>0,and(mitRiS)(mjkRjS)<RiSRjS,

where RiS=1nkSmik, T(i):={tS|mit>RiS} and k(j):={kS|mjk>RjS} with S=N{S}.

Theorem 1

([1, Theorem 2.8])

Let M=[mij]Rn×n be a BS-matrix, and let X=diag(x1,x2,,xn) with

xi={γ,iS,1,otherwise,

such that M˜:=MX is a B-matrix with the form M˜=B˜++C˜, where

B˜+=[b˜ij]=[m11x1r˜1+m1nxnr˜1+mn1x1r˜n+mnnxnr˜n+],C˜=[r˜1+r˜1+r˜n+r˜n+], 3

and r˜i+=max{0,mijxj|ji}. Then

maxd[0,1]nMD1(n1)max{γ,1}min{β˜,γ,1}, 4

where β˜=miniN{β˜i} with β˜i=b˜iiji|b˜ij|, and

(0<)γ(maxjN,kK(j){j}mjkRjSRjS,miniN,tT(i){i}RiSmitRiS), 5

where max (min) is set to be −∞ (∞) if K(j){j}= (T(i){i}=).

Note that for some BS matrices, β̃ can be very small, thus the error bound (4) can be very large (see examples in Section 3). Hence it is interesting to find an alternative bound for LCP(M,q) to overcome this drawback. In this paper we provide a new upper bound for (2) and give a family of examples of BS-matrices that are not B-matrices for which our bound is a small constant in contrast to bound (4) of [1], which can be arbitrarily large. Particularly, when the involved matrix is a B-matrix as a special class of BS-matrices, the new bound is in line with that provided by Li et al. in [13].

Main result

First, recall some definitions and lemmas which will be used later. A matrix M=[mij]Rn×n is called: (1) a P-matrix if all its principal minors are positive; (2) a strictly diagonally dominant (SDD) matrix if |mii|>jin|mij| for all i=1,2,,n; (3) a nonsingular M-matrix if its inverse is nonnegative and all its off-diagonal entries are nonpositive [2].

Lemma 1

([1, Theorem 2.3])

Let M=[mij]Rn×n be a BS-matrix. Then there exists a positive diagonal matrix X=diag(x1,x2,,xn) with

xi={γ,iS,1,otherwise,

such that M˜:=MX is a B-matrix.

Lemma 2

([1, Lemma 2.4])

Let M=[mij]Rn×n be a BS-matrix, and let X be the diagonal matrix of Lemma 1 such that M˜:=MX is a B-matrix with the form M˜=B˜++C˜, where B˜+=[b˜ij] is the matrix of (3). Then B˜+ is strictly diagonally dominant by rows with positive diagonal entries.

Lemma 3

([1, Lemma 2.6])

Let M=[mij]Rn×n be a BS-matrix that is not a B-matrix, then there exist k,iN with ki such that

mik1nj=1nmij. 6

Furthermore, if kS (resp., kS), then γ<1 (resp., γ>1), where the parameter γ satisfies (5).

Lemma 3 will be used in the proof of Corollary 1.

Lemma 4

[17, Theorem 3.2] Let A=[aij] be an n×n row strictly diagonally dominant M-matrix. Then

A1i=1n(1aii(1ui(A)li(A))j=1i111uj(A)lj(A)),

where ui(A)=1|aii|j=i+1n|aij|, lk(A)=maxkin{1|aii|j=k,jin|aij|}, and j=1i111uj(A)lj(A)=1 if i=1.

Lemma 5

([12, Lemma 3])

Let γ>0 and η0. Then, for any x[0,1],

11x+γx1min{γ,1}

and

ηx1x+γxηγ.

Lemma 6

([11, Lemma 5])

Let A=[aij]Rn×n with aii>j=i+1n|aij| for each iN. Then, for any xi[0,1],

1xi+aiixi1xi+aiixij=i+1n|aij|xiaiiaiij=i+1n|aij|.

We now give the main result of this paper by using Lemmas 1, 2, 4, 5, and 6.

Theorem 2

Let M=[mij]Rn×n be a BS-matrix and X=diag(x1,x2,,xn) with

xi={γ,iS,1,otherwise,

such that M˜:=MX is a B-matrix with the form M˜=B˜++C˜, where B˜+=[b˜ij] is the matrix of (3). Then

maxd[0,1]nMD1i=1n(n1)max{γ,1}min{βˆi,xi}j=1i1b˜jjβˆj, 7

where βˆi=b˜iik=i+1n|b˜ik|li(B˜+), and j=1i1b˜jjβˆj=1 if i=1.

Proof

Since X is a positive diagonal matrix and M˜:=MX, it is easy to get that MD=ID+DM=(XDX+DM˜)X1. Let M˜D=XDX+DM˜. Then

M˜D=XDX+DM˜=XDX+D(B˜++C˜)=B˜D++C˜D,

where B˜D+=XDX+DB˜+=[bˆij] with

bˆij={xidixi+dib˜ij,i=j,dib˜ij,ij,

and C˜D=DC˜. By Lemma 2, B˜+ is strictly diagonally dominant by rows with positive diagonal entries. Similarly to the proof of Theorem 2.2 in [10], we can obtain that B˜D+ is an SDD matrix with positive diagonal entries and that

MD1X1M˜D1X1(I+(B˜D+)1C˜D)1(B˜D+)1max{γ,1}(n1)(B˜D+)1. 8

Next, we give an upper bound for (B˜D+)1. Notice that B˜D+ is an SDD Z-matrix with positive diagonal entries, and thus B˜D+ is an SDD M-matrix. By Lemma 4, we have

(B˜D+)1i=1n(1(xidixi+dib˜ii)(1ui(B˜D+)li(B˜D+))j=1i111uj(B˜D+)lj(B˜D+)),

where

ui(B˜D+)=j=i+1n|b˜ij|dixidixi+b˜iidi,andlk(B˜D+)=maxkin{j=k,in|b˜ij|dixidixi+b˜iidi}.

By Lemma 5, we deduce for each kN that

lk(B˜D+)=maxkin{j=k,in|b˜ij|xidi1di+b˜iixidi}maxkin{1b˜iij=k,in|b˜ij|}=lk(B˜+)<1,

and for each iN that

1(xidixi+dib˜ii)(1ui(B˜D+)li(B˜D+))=1xidixi+dib˜iij=i+1n|b˜ij|dili(B˜D+)=1xi1di+dixi(b˜iij=i+1n|b˜ij|li(B˜D+))1min{b˜iij=i+1n|b˜ij|li(B˜+),xi}=1min{βˆi,xi}. 9

Furthermore, according to Lemma 6, it follows that for each jN,

11uj(BD+)lj(BD+)=1dj+b˜jjxjdj1dj+b˜jjxjdjk=j+1n|b˜jk|xjdjlj(BD+)b˜jjb˜jjk=j+1n|b˜jk|lj(B˜+)=b˜jjβˆj. 10

By (9) and (10), we derive

(B˜D+)1i=1n1min{βˆi,xi}j=1i1b˜jjβˆj. 11

Now the conclusion follows from (8) and (11). □

Remark here that when the matrix M is a B-matrix, then X=I and

B˜+=[b˜ij]=[m11r1+m1nr1+mn1rn+mnnrn+],

which yields

maxd[0,1]n(ID+DM)1i=1nn1min{βˆi,1}j=1i1b˜jjβˆj.

This upper bound is consistent with that provided by Li et al. in [13]. Furthermore, for a BS-matrix that is not a B-matrix, the following corollary can be obtained easily by Lemma 3 and Theorem 2.

Corollary 1

Let M=[mij]Rn×n be a BS-matrix that is not a B-matrix, and let k,iN with ki such that mik1nj=1nmij. If kS, then

maxd[0,1]nMD1i=1n(n1)γmin{βˆi,1}j=1i1b˜jjβˆj; 12

if kS, then

maxd[0,1]nMD1i=1nn1min{βˆi,γ}j=1i1b˜jjβˆj, 13

where γ satisfies (5).

Example 1

Consider the family of BS-matrices for S={1,2}:

Mm=[2111.52mm+121m+11m+111211112],

where m1. Appropriate scaling matrices could be X=diag{γ,γ,1,1}, with γ(3.53,1.5). So M˜m:=MmX can be written M˜=B˜m++C˜m as in (3), with

B˜m+=[2γ1.5γ1.50.502mm+1γ1m+12γ1m+100002γ1γ001γ2γ],

and

C˜m=[1.51.51.51.51m+11m+11m+11m+1γγγγγγγγ].

By computations, we have β˜1=3γ3.5, β˜2=2(γ1)m+1, β˜3=β˜4=32γ, l1(B˜+)=max{2γ2γ1.5,2mγ+12(m+1)γ1,γ12γ}, βˆ1=2γ1.5(2γ)l1(B˜+), βˆ2=2γ1m+1, βˆ3=32γ2γ, and βˆ4=2γ. Obviously, Mm satisfies mik14j=14mij for i=1 and k=4 (∈): 1.5>1.375, which implies that Mm is not a B-matrix. Then bound (12) in Corollary 1 is given by

3γ(1min{βˆ1,γ}+1min{βˆ2,γ}b˜11βˆ1+1min{βˆ3,γ}b˜11βˆ1b˜22βˆ2+1min{βˆ4,γ}b˜11βˆ1b˜22βˆ2b˜33βˆ3),

which converges to a constant

3γ(13γ3.5+2γ1.5(3γ3.5)γ+2(2γ)(2γ1.5)(32γ)(3γ3.5))

with γ(3.53,1.5) when m+. In contrast, bound (4) in Theorem 1, with the hypotheses that m2, is

(41)max{γ,1}min{β˜,γ,1}=3γ2γ1(m+1)

and it can be arbitrarily large when m+.

In particular, if we choose γ=1.3, then bound (4) and bound (7) for m=2,20,30,,+ can be given as shown in Table 1.

Table 1.

Bound (4) and bound (7) for m=2,20,30,,+

m 2 20 30 60 100 +∞
Bound (4) 7.3125 51.1875 75.5625 148.6875 246.1875 +∞
Bound (7) 48.1089 54.4704 54.8144 55.1699 55.3155 55.5375

Remark 1

From Example 1, it is easy to see that each bound (4) or (7) can work better than the other one. This means it is difficult to say in advance which one will work better. However, for a BS-matrix M with M˜=B˜++C˜, where the diagonal dominance of B˜+ is weak (e.g., for a matrix Mm with a large number of m here), we can say that bound (7) is more effective to estimate maxd[0,1]nMD1 than bound (4). Therefore, in general case, for the LCP(M,q) involved with a BS-matrix, one can take the smallest of them:

maxd[0,1]nMD1min{(n1)max{γ,1}min{β˜,γ,1},i=1n(n1)max{γ,1}min{βˆi,xi}j=1i1b˜jjβˆj}.

To measure the sensitivity of the solution of the P-matrix linear complementarity problem, Chen and Xiang in [5] introduced the following constant for a P-matrix M:

βP(M)=maxd[0,1]n(ID+DM)1DP,

where p is the matrix norm induced by the vector norm for p1.

Similarly to the proof of Theorem 2.4 in [1], we can also give new perturbation bounds for BS-matrices linear complementarity problems based on Theorem 2.

Theorem 3

Let M=[mij]Rn×n be a BS-matrix and B˜+=[b˜ij] be the matrix given in Lemma 2. Then

β(M)i=1n(n1)max{γ,1}min{βˆi,xi}j=1i1b˜jjβˆj,

where βˆi=b˜iik=i+1n|b˜ik|li(B˜+), and j=1i1b˜jjβˆj=1 if i=1.

Similarly, by Corollary 1 and Theorem 3, we can derive the following corollary.

Corollary 2

Let M=[mij]Rn×n be a BS-matrix that is not a B-matrix, and let k,iN with ki such that mik1nj=1nmij. If kS, then

β(M)i=1n(n1)γmin{βˆi,1}j=1i1b˜jjβˆj;

if kS, then

β(M)i=1nn1min{βˆi,γ}j=1i1b˜jjβˆj,

where γ satisfies (5).

Conclusions

In this paper, we give an alternative bound for maxd[0,1]n(ID+DM)1 when M is a BS-matrix, which improves that provided by García-Esnaola and Peña [1] in some cases. We also present new perturbation bounds of BS-matrices linear complementarity problems.

Acknowledgements

The author is grateful to the two anonymous reviewers and the editor for their useful and constructive suggestions. The author also gives special thanks to Chaoqian Li for his discussion and comments during the preparation of this manuscript. This work is partly supported by the National Natural Science Foundation of China (31600299), Young Talent Fund of University Association for Science and Technology in Shaanxi, China (20160234), the Natural Science Foundation of Shaanxi province, China (2017JQ3020), and the key project of Baoji University of Arts and Sciences (ZK2017021).

Authors’ contributions

Only the author contributed to this work. The author read and approved the final manuscript.

Competing interests

The author declares that he has no competing interests.

Footnotes

Publisher’s Note

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