Stochastic absolute value equations

نویسندگان

چکیده

We propose a new kind of stochastic absolute value equations involving values variables. By utilizing an equivalence relation to bilinear program, we investigate the expected formulation for proposed equations. also consider residual minimization Under mild assumptions, give existence conditions solution The can be gotten by solving discrete problem. And smoothing gradient method solve Finally, numerical results and some discussions are given.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Absolute Value Equations

We investigate existence and nonexistence of solutions for NP-hard equations involving absolute values of variables: Ax − |x| = b, where A is an arbitrary n × n real matrix. By utilizing an equivalence relation to the linear complementarity problem (LCP) we give existence results for this class of absolute value equations (AVEs) as well as a method of solution for special cases. We also give no...

متن کامل

Particle Swarm Optimization for Absolute Value Equations

We investigate the NP-hard absolute value equation (AVE) Au |u| = b, where A is an arbitrary square matrix. In this paper, we present a smoothing method for the AVE. First, we replace the absolute value function by a smooth one, called aggregate function. With this smoothing technique, we formulate the non-smooth AVE as a smooth nonlinear equations, furthermore, an unconstrained differentiable ...

متن کامل

A new Levenberg-Marquardt approach based on Conjugate gradient structure for solving absolute value equations

In this paper, we present a new approach for solving absolute value equation (AVE) whichuse Levenberg-Marquardt method with conjugate subgradient structure. In conjugate subgradientmethods the new direction obtain by combining steepest descent direction and the previous di-rection which may not lead to good numerical results. Therefore, we replace the steepest descentdir...

متن کامل

An improved generalized Newton method for absolute value equations

In this paper, we suggest and analyze an improved generalized Newton method for solving the NP-hard absolute value equations [Formula: see text] when the singular values of A exceed 1. We show that the global and local quadratic convergence of the proposed method. Numerical experiments show the efficiency of the method and the high accuracy of calculation.

متن کامل

Two Cscs-based Iteration Methods for Solving Absolute Value Equations∗

Recently, two families of HSS-based iteration methods are constructed for solving the system of absolute value equations (AVEs), which is a class of non-differentiable NP-hard problems. In this study, we establish the Picard-CSCS iteration method and the nonlinear CSCS-like iteration method for AVEs involving the Toeplitz matrix. Then, we analyze the convergence of the Picard-CSCS iteration met...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Applied Mathematics and Computing

سال: 2022

ISSN: ['1865-2085', '1598-5865']

DOI: https://doi.org/10.1007/s12190-022-01777-0