A new concave minimization algorithm for the absolute value equation solution
Zamani,Moslem ; Hladík,Milan
Zamani,Moslem
Hladík,Milan
Abstract
In this paper, we study the absolute value equation (AVE) Ax- b= | x|. One effective approach to handle AVE is by using concave minimization methods. We propose a new method based on concave minimization methods. We establish its finite convergence under mild conditions. We also study some classes of AVEs which are polynomial time solvable.
Description
Date
2021-09-05
Journal Title
Journal ISSN
Volume Title
Publisher
Research Projects
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Journal Issue
Keywords
Absolute value equation, Concave minimization algorithms, Linear complementarity problem
Citation
Zamani, M & Hladík, M 2021, 'A new concave minimization algorithm for the absolute value equation solution', Optimization Letters, vol. 15, no. 6, pp. 2241-2254. https://doi.org/10.1007/s11590-020-01691-z
