Primal-dual bilinear programming solution of the absolute value equation
نویسندگان
چکیده
منابع مشابه
Primal-dual bilinear programming solution of the absolute value equation
We propose a finitely terminating primal-dual bilinear programming algorithm for the solution of the NP-hard absolute value equation (AVE): Ax− |x| = b, where A is an n× n square matrix. The algorithm, which makes no assumptions on AVE other than solvability, consists of a finite number of linear programs terminating at a solution of the AVE or at a stationary point of the bilinear program. The...
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ژورنال
عنوان ژورنال: Optimization Letters
سال: 2011
ISSN: 1862-4472,1862-4480
DOI: 10.1007/s11590-011-0347-6