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An algorithmic characterization of P-matricity II: adjustments, refinements, and validation

Ibtihel Ben Gharbia (ibtihel.ben-gharbia***at***ifpen.fr)
Jean Charles Gilbert (Jean-Charles.Gilbert***at***inria.fr)

Abstract: The paper "An algorithmic characterization of P-matricity" (SIAM Journal on Matrix Analysis and Applications, 34:3 (2013) 904916, by the same authors as here) implicitly assumes that the iterates generated by the Newton-min algorithm for solving a linear complementarity problem of dimension n, which reads 0 ⩽ x ⊥ (M x + q) ⩾ 0, are uniquely determined by some index subsets of [[1, n]]. Even if this is satisfied for a subset of vectors q that is dense in R^n, this assumption is improper, in particular in the statements where the vector q is not subject to restrictions. The goal of the present contribution is to show that, despite this blunder, the main result of that paper is preserved. This one claims that a nondegenerate matrix M is a P-matrix if and only if the Newton-min algorithm does not cycle between two distinct points, whatever is q. The proof is not more complex, requiring only some adjustments, which are essential however.

Keywords: linear complementarity problem, NM-matrix, Newton-min algorithm, P-matricity characterization, P-matrix, semismooth Newton method.

Category 1: Complementarity and Variational Inequalities

Citation: SIAM Journal on Matrix Analysis and Applications (to appear)

Download: [PDF]

Entry Submitted: 09/29/2018
Entry Accepted: 09/29/2018
Entry Last Modified: 04/12/2019

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