Error Bound for the Linear Complementarity Problem using Plus Function

Abstract

In this article we establish error bound for linear complementarity problem with $P$-matrix using plus function. We introduce a fundamental quantity associated with a $P$-matrix and show how this quantity is useful in deriving error bounds for the linear complementarity problem of the $P$-type. We also obtain (upper and lower) bounds for the quantity introduced. Keywords: Linear complementarity problem, plus function, error bound, relative error bound.