Abstract
In this paper we consider the complementarity problem NCP(f) with f(x) = Mx + φ( x), where M ∈ R n×n is a real matrix and φ is a so-called tridiagonal (nonlinear) mapping. This problem occurs, for example, if certain classes of free boundary problems are discretized. We compute error bounds for approximations to a solution x* of the discretized problems. The error bounds are improved by an iterative method and can be made arbitrarily small. The ideas are illustrated by numerical experiments.
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