Stabilizing ill-conditioned linear complementarity problems |
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| Authors: | P Xu E Cannon G Lachapelle |
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| Institution: | (1) Disaster Prevention Research Institute, Kyoto University at Uji, Kyoto 611-0011, Japan e-mail: pxu@rcep.dpri.kyoto-u.ac.jp; Fax: +81 774 38 4239, JP;(2) Department of Geomatics Engineering, The University of Calgary, Calgary, AB T2N 1N4, Canada, CA |
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| Abstract: | Least-squares adjustment with inequality constraints is equivalent to solving a linear complementarity problem (LCP) with
a positive definite matrix; the latter has, however, received little attention in geodesy. Two kinds of LCP solution methods
(direct and approximation) have been analysed from the point of view of solution stability. It has been found that they can
result in an unreliable solution to an unstable LCP with a positive definite matrix, the extent of which depends on the corresponding
submatrix. Several proposals for improving the solutions to the unstable LCP are suggested. Two examples are given.
Received: 5 June 1997 / Accepted: 28 January 1999 |
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| Keywords: | , ill-conditioned,linear complementarity problems |
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