Abstract
The system of absolute value equation, denoted by AVE, is a non-differentiable NP-hard problem. Many approaches have been proposed during the past decade and most of them focus on reformulating it as complementarity problem and then solve it accordingly. Another approach is to recast the AVE as a system of nonsmooth equations and then tackle with the nonsmooth equations. In this paper, we follow this path. In particular, we rewrite it as a system of smooth equations and propose four new smoothing functions along with a smoothing-type algorithm to solve the system of equations. The main contribution of this paper focuses on numerical comparisons which suggest a better choice of smoothing function along with the smoothing-type algorithm.
Original language | English |
---|---|
Pages (from-to) | 131-149 |
Number of pages | 19 |
Journal | Journal of Applied Mathematics and Computing |
Volume | 56 |
Issue number | 1-2 |
DOIs | |
Publication status | Published - 2018 Feb 1 |
Keywords
- Convergence
- Singular value
- Smoothing algorithm
- Smoothing function
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics