On computer-assisted proofs for solutions of linear complementarity problems

Authors:
Uwe Schäfer
Affiliations:
Institut für Angewandte Mathematik, Universität Karlsruhe, Karlsruhe, Germany
Venue:
Journal of Computational and Applied Mathematics - Special issue: Scientific computing, computer arithmetic, and validated numerics (SCAN 2004)
Year:
2007

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Abstract

In this paper we consider the linear complementarity problem where the components of the input data M and q are not exactly known but can be enclosed in intervals. We compare three tests to each other each of which can be used by a computer that supports interval arithmetic to give guaranteed bounds for a solution of the LCP defined by M and q.