A
] and an interval vector [b]. If all A∈[A] are H-matrices with positive diagonal elements, these methods are all convergent to the same interval vector [x *]. This interval vector includes the solution x of the linear complementarity problem defined by any fixed A∈[A] and any fixed b∈[b]. If all A∈[A] are M-matrices, then we will show, that [x *] is optimal in a precisely defined sense. We also consider modifications of those methods, which under certain assumptions on the starting vector deliver nested sequences converging to [x *]. We close our paper with some examples which illustrate our theoretical results.
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Received October 7, 2002; revised April 15, 2003 Published online: June 23, 2003
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ID="*" Dedicated to U. Kulisch on the occasion of his 70th birthday.
We are grateful to the referee who has given a series of valuable comments.
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Alefeld, G., Schäfer, U. Iterative Methods for Linear Complementarity Problems with Interval Data. Computing 70, 235–259 (2003). https://doi.org/10.1007/s00607-003-0014-6
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DOI: https://doi.org/10.1007/s00607-003-0014-6