Abstract
An alternative error bound for linear complementarity problems for -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 -matrices linear complementarity problems are also considered.
Keywords: Error bounds, Linear complementarity problems, -matrices, P-matrices
Introduction
The linear complementarity problem is to find a vector such that
| 1 |
where and . We denote problem (1) and its solution by and , respectively. The 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 [2–4].
An interesting problem for the is to estimate
| 2 |
since it can often be used to bound the error [5], that is,
where , with for each , , and in which the min operator denotes the componentwise minimum of two vectors; for more details, see [1, 6–14] and the references therein.
In [1], García-Esnaola and Peña provided an upper bound for (2) when M is a -matrix as a subclass of P-matrices [15], which contains B-matrices. Here a matrix is called a B-matrix [16] if, for each ,
and a matrix is called a -matrix [15] if there exists a subset S, with , such that, for all , , and ,
where , and with .
Theorem 1
([1, Theorem 2.8])
Let be a -matrix, and let with
such that is a B-matrix with the form , where
| 3 |
and . Then
| 4 |
where with , and
| 5 |
where max (min) is set to be −∞ (∞) if ().
Note that for some 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 to overcome this drawback. In this paper we provide a new upper bound for (2) and give a family of examples of -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 -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 is called: (1) a P-matrix if all its principal minors are positive; (2) a strictly diagonally dominant (SDD) matrix if for all ; (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 be a -matrix. Then there exists a positive diagonal matrix with
such that is a B-matrix.
Lemma 2
([1, Lemma 2.4])
Let be a -matrix, and let X be the diagonal matrix of Lemma 1 such that is a B-matrix with the form , where is the matrix of (3). Then is strictly diagonally dominant by rows with positive diagonal entries.
Lemma 3
([1, Lemma 2.6])
Let be a -matrix that is not a B-matrix, then there exist with such that
| 6 |
Furthermore, if (resp., ), then (resp., ), where the parameter γ satisfies (5).
Lemma 4
[17, Theorem 3.2] Let be an row strictly diagonally dominant M-matrix. Then
where , , and if .
Lemma 5
([12, Lemma 3])
Let and . Then, for any ,
and
Lemma 6
([11, Lemma 5])
Let with for each . Then, for any ,
We now give the main result of this paper by using Lemmas 1, 2, 4, 5, and 6.
Theorem 2
Let be a -matrix and with
such that is a B-matrix with the form , where is the matrix of (3). Then
| 7 |
where , and if .
Proof
Since X is a positive diagonal matrix and , it is easy to get that . Let . Then
where with
and . By Lemma 2, is strictly diagonally dominant by rows with positive diagonal entries. Similarly to the proof of Theorem 2.2 in [10], we can obtain that is an SDD matrix with positive diagonal entries and that
| 8 |
Next, we give an upper bound for . Notice that is an SDD Z-matrix with positive diagonal entries, and thus is an SDD M-matrix. By Lemma 4, we have
where
By Lemma 5, we deduce for each that
and for each that
| 9 |
Furthermore, according to Lemma 6, it follows that for each ,
| 10 |
| 11 |
Now the conclusion follows from (8) and (11). □
Remark here that when the matrix M is a B-matrix, then and
which yields
This upper bound is consistent with that provided by Li et al. in [13]. Furthermore, for a -matrix that is not a B-matrix, the following corollary can be obtained easily by Lemma 3 and Theorem 2.
Corollary 1
Let be a -matrix that is not a B-matrix, and let with such that . If , then
| 12 |
if , then
| 13 |
where γ satisfies (5).
Example 1
Consider the family of -matrices for :
where . Appropriate scaling matrices could be , with . So can be written as in (3), with
and
By computations, we have , , , , , , , and . Obviously, satisfies for and (∈S̅): , which implies that is not a B-matrix. Then bound (12) in Corollary 1 is given by
which converges to a constant
with when . In contrast, bound (4) in Theorem 1, with the hypotheses that , is
and it can be arbitrarily large when .
In particular, if we choose , then bound (4) and bound (7) for can be given as shown in Table 1.
Table 1.
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 -matrix M with , where the diagonal dominance of is weak (e.g., for a matrix with a large number of m here), we can say that bound (7) is more effective to estimate than bound (4). Therefore, in general case, for the involved with a -matrix, one can take the smallest of them:
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:
where is the matrix norm induced by the vector norm for .
Similarly to the proof of Theorem 2.4 in [1], we can also give new perturbation bounds for -matrices linear complementarity problems based on Theorem 2.
Theorem 3
Let be a -matrix and be the matrix given in Lemma 2. Then
where , and if .
Similarly, by Corollary 1 and Theorem 3, we can derive the following corollary.
Corollary 2
Let be a -matrix that is not a B-matrix, and let with such that . If , then
if , then
where γ satisfies (5).
Conclusions
In this paper, we give an alternative bound for when M is a -matrix, which improves that provided by García-Esnaola and Peña [1] in some cases. We also present new perturbation bounds of -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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