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An algorithm for computing all solutions of an absolute value equation

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    0362976 - ÚI 2013 RIV DE eng J - Journal Article
    Rohn, Jiří
    An algorithm for computing all solutions of an absolute value equation.
    Optimization Letters. Roč. 6, č. 5 (2012), s. 851-856. ISSN 1862-4472. E-ISSN 1862-4480
    R&D Projects: GA ČR GA201/09/1957; GA ČR GC201/08/J020
    Institutional research plan: CEZ:AV0Z10300504
    Keywords : absolute value equation * algorithm * all solutions * linear complementarity problem
    Subject RIV: BA - General Mathematics
    Impact factor: 1.654, year: 2012

    Presented is an algorithm which in a finite (but exponential) number of steps computes all solutions of an absolute value equation Ax + B|x| = b (A, B square), or fails. Failure has never been observed for randomly generated data. The algorithm can also be used for computation of all solutions of a linear complementarity problem.
    Permanent Link: http://hdl.handle.net/11104/0199137

     
     
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