A new concave minimization algorithm for the absolute value equation solution

Abstrakt

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. (C) 2021, The Author(s), under exclusive licence to Springer-Verlag GmbH, DE part of Springer Nature.

Klíčová slova

• Absolute value equation
• Concave minimization algorithms
• Linear complementarity problem