Solving Absolute Value Equation using Complementarity and Smoothing Functions

Abstract : 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.
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Journal of Computational and Applied Mathematics, Elsevier, 2018, 327, pp.196-207. 〈10.1016/j.cam.2017.06.019〉
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Contributeur : Tangi Migot <>
Soumis le : mercredi 21 juin 2017 - 14:55:51
Dernière modification le : mercredi 4 octobre 2017 - 09:38:27

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Tangi Migot, Lina Abdallah, Mounir Haddou. Solving Absolute Value Equation using Complementarity and Smoothing Functions. Journal of Computational and Applied Mathematics, Elsevier, 2018, 327, pp.196-207. 〈10.1016/j.cam.2017.06.019〉. 〈hal-01217977v4〉

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