Abstract

Numerical Validation of Solutions of Linear and Nonlinear Complementarity Problems G. E. Alefeld In this talk we propose a validation method for solutions of linear and nonlinear complementarity problems. The validation procedure consists of two sufficient conditions that can be tested on a digital computer. If the first condition is satisfied then a given multidimensional interval centered at an approximate solution of the problem is guaranteed to contain an exact solution. If the second condition is satisfied then the multidimensional interval is guaranteed to contain no exact solution. The talk will be concentrated on the nonlinear complimentarity problem. The linear case was treated in more detail in [1]. [1] G. Alefeld, X. Chen, F.A. Potra; Numerical Validation of Solution of Linear Complementarity Problems. to appear in Numerische Mathematik.

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