Error Estimation for Nonlinear Complementarity Problems via Linear Systems with Interval Data
Götz E. Alefeld, Zhengyu Wang · Numerical Functional Analysis and Optimization · 2008
For the nonlinear complementarity problem, we derive norm bounds for the error of an approximate solution, generalizing the known results for the linear case. Furthermore, we present a linear system with interval data, whose solution set contains the error of an approximate solution. We perform extensive numerical tests and compare the different approaches.