Primal-Dual Bilinear Programming Solution of the Absolute Value Equation

dc.contributor.author	Mangasarian, Olvi
dc.date.accessioned	2013-01-17T18:34:02Z
dc.date.available	2013-01-17T18:34:02Z
dc.date.issued	2011
dc.description.abstract	We propose a finitely terminating primal-dual bilinear programming algorithm for the solution of the NP-hard absolute value equation (AVE): Ax ? \|x\| = b, where A is an n � n square matrix. The algorithm, which makes no assumptions on AVE other than solvability, consists of a finite number of linear programs terminating at a solution of the AVE or at a stationary point of the bilinear program. The proposed algorithm was tested on 500 consecutively generated random instances of the AVE with n =10, 50, 100, 500 and 1,000. The algorithm solved 88.6% of the test problems to an accuracy of 1e ? 6 .	en
dc.identifier.citation	11-01	en
dc.identifier.uri	http://digital.library.wisc.edu/1793/64356
dc.subject	linear programming	en
dc.subject	bilinear programming	en
dc.subject	absolute value equations	en
dc.title	Primal-Dual Bilinear Programming Solution of the Absolute Value Equation	en
dc.type	Technical Report	en

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