Absolute Value Equation Solution via Dual Complementarity

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dc.contributor.authorMangasarian, Olvi
dc.date.accessioned2013-01-17T18:38:28Z
dc.date.available2013-01-17T18:38:28Z
dc.date.issued2011
dc.description.abstractBy utilizing a dual complementarity condition, we propose an iterative method for solving the NPhard 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 .en
dc.identifier.citation11-03en
dc.identifier.urihttp://digital.library.wisc.edu/1793/64360
dc.subjectlinear programmingen
dc.subjectcomplementarityen
dc.subjectabsolute value equationen
dc.titleAbsolute Value Equation Solution via Dual Complementarityen
dc.typeTechnical Reporten

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