New global error bound for extended linear complementarity problems

Abstract

Abstract For the extended linear complementarity problem (ELCP), by virtue of a new residual function, we establish a new type of global error bound under weaker conditions. Based on this, we respectively obtain new global error bounds for the vertical linear complementarity problem and the mixed linear complementarity problem. The obtained results presented in this paper supplement some recent corresponding results in the sense that they can provide some error bounds for a more general ELCP. Their feasibility is verified by some numerical experiments.

Keywords

• ELCP
• Global error bound
• Residual function