Solving absolute value equation using complementarity and smoothing functions

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:327

Article

Abdallah, L.¹  Haddou, M.²  Migot, T.² 

[1] Univ Libanaise, Lab Math & Applicat LaMA, Tripoli, Lebanon

[2] INSA, IRMAR, Campus Beaulieu, F-35708 Rennes 7, France

关键词: Smoothing function;    Concave minimization;    Complementarity;    Absolute value equation;   

DOI  :  10.1016/j.cam.2017.06.019

来源: Elsevier

【 摘 要 】

In this paper, we reformulate the NP-hard problem of the absolute value equation (AVE) as a horizontal linear complementarity one and then solve it using a smoothing technique. This approach leads to a new class of methods that are valid for general absolute value equation. An asymptotic analysis proves the convergence of our schemes and provides some interesting error estimates. This kind of error bound or estimate had never been studied for other known methods. The corresponding algorithms were tested on randomly generated problems and applications. These experiments show that, in the general case, one observes a reduction of the number of failures. (C) 2017 Elsevier B.V. All rights reserved.

【 授权许可】

Free