B^(s)-矩阵线性互补问题解的误差界估计  

ERROR BOUNDS FOR LINEAR COMPLEMENTARITY PROBLEMS OF B^(s)-MATRICES

作　　者：董瑛雪 莫宏敏[1] Dong Yingxue;Mo Hongmin(College of Mathematics and Statistics,Jishou University,Jishou 416000)

机构地区：[1]吉首大学数学与统计学院,吉首416000

出　　处：《高等学校计算数学学报》2022年第3期243-254,共12页Numerical Mathematics A Journal of Chinese Universities

基　　金：国家自然科学基金(11461027);湖南省教育厅科研基金(16A173)。

摘　　要：1引言线性互补问题是近几年较为热门的研究课题,它涉及的领域包括市场均衡问题、Walrasian平衡、障碍和自由边界问题、接触力学问题、期权定价问题等,具有较高的研究价值[1-3].线性互补问题的数学模型为:求一向量x∈R^(n),满足x≥0,Mx+q≥0,(Mx+q)^(T)x=0,记作LCP(M,q),其中M=(mij)∈Rn×n为给定的实矩阵,q∈R^(n)为给定的实向量.In this paper,the error bounds for the linear complementarity problem of B^(S)-matrices were studied,and a new estimate of the error bounds has been obtained by using the range for the infinity norm of the inverse matrix of strictly diagonally dominant M-matrices and applying the scaling technique of inequality.Theoretical analysis and the numerical example illustrate these bounds improve some existing results.

关 键 词：线性互补问题 自由边界问题 实矩阵 数学模型 期权定价 接触力学 市场均衡 

分 类 号：O151.21[理学—数学]