Absolute value equation solution via dual complementarity

Autor:	Olvi L. Mangasarian
Rok vydání:	2012
Předmět:	Control and Optimization Linear programming Iterative method Mathematical analysis Absolute value equation Applied mathematics Complementarity (physics) Square matrix Mathematics
Zdroj:	Optimization Letters. 7:625-630
ISSN:	1862-4480 1862-4472
DOI:	10.1007/s11590-012-0469-5
Popis:	By utilizing a dual complementarity condition, we propose an iterative method for solving the NP-hard absolute value equation (AVE): Ax − |x| = b, where A is an n × n square matrix. The algorithm makes no assumptions on the AVE other than solvability and consists of solving a succession of linear programs. The algorithm was tested on 500 consecutively generated random solvable instances of the AVE with n = 10, 50, 100, 500 and 1,000. The algorithm solved 90.2 % of the test problems to an accuracy of 10−8.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::f47c6551b86e710b797c944a08b17ce7 https://doi.org/10.1007/s11590-012-0469-5 Zobrazit plný text záznamu Full text from SpringerLink