More on Scarf’s Complementarity Problem and its Error Bounds

In this paper, we revisit Scarf’s complementarity problem involving a rectangular matrix, known as the vertical block matrix introduced by [Cottle, RW and GB Dantzig (1970). A generalization of the linear complementarity problem. Journal of Combinatorial Theory, 8, 79–90]. We prove that the problem has a unique solution if the underlying matrix is a vertical block [Formula: see text]-matrix. Some results on the error bounds for the vertical block [Formula: see text]- and [Formula: see text]-matrices are derived. This further extends the results on global error bounds obtained by [Mathias, R and JS Pang (1990). Error bounds for the linear complementarity problem with a P-matrix. Linear Algebra and its Applications, 132, 123–136] and [Mangasarian, OL and J Ren (1994). New improved error bounds for the linear complementarity problem. Mathematical Programming, 66, 241–255].

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Publication Details

Journal
Asia Pacific Journal of Operational Research
Published
2024-10-11
DOI
https://doi.org/10.1142/s0217595924500271
Primary Topic
Optimization and Packing Problems
Type
article
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article

More on Scarf’s Complementarity Problem and its Error Bounds

Sarmistha Neogy, Prasenjit Mondal, Anju Gupta
Asia Pacific Journal of Operational Research
Optimization and Packing Problems
article

More on Scarf’s Complementarity Problem and its Error Bounds

Sarmistha Neogy, Prasenjit Mondal, Anju Gupta
article en

Abstract

In this paper, we revisit Scarf’s complementarity problem involving a rectangular matrix, known as the vertical block matrix introduced by [Cottle, RW and GB Dantzig (1970). A generalization of the linear complementarity problem. Journal of Combinatorial Theory, 8, 79–90]. We prove that the problem has a unique solution if the underlying matrix is a vertical block [Formula: see text]-matrix. Some results on the error bounds for the vertical block [Formula: see text]- and [Formula: see text]-matrices are derived. This further extends the results on global error bounds obtained by [Mathias, R and JS Pang (1990). Error bounds for the linear complementarity problem with a P-matrix. Linear Algebra and its Applications, 132, 123–136] and [Mangasarian, OL and J Ren (1994). New improved error bounds for the linear complementarity problem. Mathematical Programming, 66, 241–255].

Asia Pacific Journal of Operational ResearchVol. 42(04)
Bankura University (IN), Indian Statistical Institute (IN)
Openalex Percentile: Top 75%
Optimization and Packing Problems
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